"Finite maturity caps and floors on continuous flows under the constant ..."

José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva (2024)

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DOI: 10.1016/J.EJOR.2024.01.039

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type: Journal Article

metadata version: 2024-08-22

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José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva:
Finite maturity caps and floors on continuous flows under the constant elasticity of variance process. Eur. J. Oper. Res. 316(1): 361-385 (2024)

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