"On convergence of Laplace inversion for the American put option under the ..."

Si-Hun Jo, Minsuk Yang, Geon Woo Kim (2016)

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DOI: 10.1016/J.CAM.2016.03.030

access: open

type: Journal Article

metadata version: 2022-04-09

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Si-Hun Jo, Minsuk Yang, Geon Woo Kim:
On convergence of Laplace inversion for the American put option under the CEV model. J. Comput. Appl. Math. 305: 36-43 (2016)

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