"Efficient and high accuracy pricing of barrier options under the CEV ..."

Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth (2014)

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DOI: 10.1016/J.CAM.2013.05.009

access: open

type: Journal Article

metadata version: 2023-06-26

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Nawdha Thakoor, Désiré Yannick Tangman, Muddun Bhuruth:
Efficient and high accuracy pricing of barrier options under the CEV diffusion. J. Comput. Appl. Math. 259: 182-193 (2014)

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