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

AuthID
P-00H-NRJ
3
Author(s)
LARGUINHO, M
·
Tipo de Documento
Article
Year published
2013
Publicado
in Quantitative Finance, ISSN: 1469-7688
Volume: 13, Número: 6, Páginas: 907-917
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ISSN: 1469-7688
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