On the Computation of Option Prices and Greeks Under the Cev Model

AuthID
P-005-04X
3
Author(s)
Larguinho, M
·
Document Type
Article
Year published
2013
Published
in QUANTITATIVE FINANCE, ISSN: 1469-7688
Volume: 13, Issue: 6, Pages: 907-917 (11)
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Publication Identifiers
SCOPUS: 2-s2.0-84879692944
Wos: WOS:000320358200009
Source Identifiers
ISSN: 1469-7688
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