Aricson Cruz

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing levered warrants under the CEV diffusion model
Review of Derivatives Research
2024-06-04Paper
A note on options and bubbles under the CEV model: implications for pricing and hedging
Review of Derivatives Research
2020-11-10Paper
Valuing American-style options under the CEV model: an integral representation based method
Review of Derivatives Research
2020-05-13Paper


Research outcomes over time


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