Finite Maturity Caps and Floors on Continuous Flows Under the Constant Elasticity of Variance Process

AuthID
 P-010-168
3
Author(s)
Nunes, JPV
·
da Silva, FC
Document Type
Article
Year published
2024
Published
in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, ISSN: 0377-2217
Volume: 316, Issue: 1, Pages: 361-385 (25)
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Publication Identifiers
Scopus: 2-s2.0-85184751104
Wos: WOS:001223262200001
Source Identifiers
ISSN: 0377-2217
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