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"Valuing American options under the CEV model by Laplace-Carson transforms."

Hoi Ying Wong, Jing Zhao (2010)

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DOI: 10.1016/J.ORL.2010.07.006

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/orl/WongZ10
Hoi Ying Wong, Jing Zhao:
Valuing American options under the CEV model by Laplace-Carson transforms. Oper. Res. Lett. 38(5): 474-481 (2010)

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