"Computing the CEV option pricing formula using the semiclassical ..."

Axel A. Araneda, Marcelo J. Villena (2021)

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DOI: 10.1016/J.CAM.2020.113244

access: closed

type: Journal Article

metadata version: 2021-10-14

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Axel A. Araneda, Marcelo J. Villena:
Computing the CEV option pricing formula using the semiclassical approximation of path integral. J. Comput. Appl. Math. 388: 113244 (2021)

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