Valuing American-style options under the CEV model: an integral representation based method

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Publication:2180299

DOI10.1007/s11147-019-09157-wzbMath1437.91427OpenAlexW2943240096MaRDI QIDQ2180299

Aricson Cruz, José Carlos Dias

Publication date: 13 May 2020

Published in: Review of Derivatives Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11147-019-09157-w




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