Pricing American Call Options Using the Black-Scholes Equation with a Nonlinear Volatility Function

AuthID
 P-00R-RAC
3
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Tipo de Documento
Article
Year published
2020
Publicado
in JOURNAL OF COMPUTATIONAL FINANCE, ISSN: 1460-1559
Volume: 23, Número: 4, Páginas: 93-113 (21)
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Publication Identifiers
SCOPUS: 2-s2.0-85079455600
Wos: WOS:000512308200005
Source Identifiers
ISSN: 1460-1559
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