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Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation
Hsu, Y.L., (2008)
Some Easy-to-Implement Methods of Calculating American Futures Options Prices
Chaudhury, M.M., (1995)
Some Easy-to-Implement Methods of Calculating American Futures Option Prices
Chaudhury, M.M., (1998)