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"A path-independent approach to integrated variance under the CEV model."

Hengxu Wang, John G. O'Hara, Nick Constantinou (2015)

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DOI: 10.1016/J.MATCOM.2014.09.004

access: closed

type: Journal Article

metadata version: 2020-03-04

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Hengxu Wang, John G. O'Hara, Nick Constantinou:
A path-independent approach to integrated variance under the CEV model. Math. Comput. Simul. 109: 130-152 (2015)

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