PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE...

International Journal of Theoretical and Applied Finance 2013 / 08 Vol. 16; Iss. 5

PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS

CAMPOLIETI, G., MAKAROV, R., WOUTERLOOT, K.
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Volume:
16
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/s0219024913500271
Date:
August, 2013
File:
PDF, 849 KB
english, 2013
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