Valuing American-Style Options Under the Cev Model: an Integral Representation Based Method

AuthID
P-00Q-KCP
2
Author(s)
Cruz, A
·
Document Type
Article
Year published
2020
Published
in REVIEW OF DERIVATIVES RESEARCH, ISSN: 1380-6645
Volume: 23, Issue: 1, Pages: 63-83 (21)
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Publication Identifiers
Scopus: 2-s2.0-85065215310
Wos: WOS:000522207200003
Source Identifiers
ISSN: 1380-6645
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