"Pricing and estimates of Greeks for passport option: A three time level ..."

Ankur Kanaujiya, Siddhartha P. Chakrabarty (2017)

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DOI: 10.1016/J.CAM.2016.10.027

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type: Journal Article

metadata version: 2024-05-07

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Ankur Kanaujiya, Siddhartha P. Chakrabarty:
Pricing and estimates of Greeks for passport option: A three time level approach. J. Comput. Appl. Math. 315: 49-64 (2017)

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