Fast Valuation of CEV American Options

Fast Valuation of CEV American Options

Thakoor, Nawdha, Tangman, Désiré Yannick, Bhuruth, Muddun
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Volume:
2015
Language:
english
Journal:
Wilmott
DOI:
10.1002/wilm.10396
Date:
January, 2015
File:
PDF, 27.95 MB
english, 2015
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