On the computation of option prices and Greeks under the CEV model
| Year of publication: |
2013
|
|---|---|
| Authors: | LARGUINHO, MANUELA ; DIAS, JOS CARLOS ; BRAUMANN, CARLOS A. |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 6 (1.6.), p. 907-917
|