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~institution:"arXiv.org"
~person:"Campolieti, Giuseppe"
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Campolieti, Giuseppe
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Pricing Step Options under the CEV and other Solvable Diffusion Models
Campolieti, Giuseppe
;
Makarov, Roman N.
;
Wouterloot, Karl
-
arXiv.org
-
2013
convergent and easy-to-implement as they are based simply on
knowledge
of a pair of fundamental solutions for an underlying …
Persistent link: https://www.econbiz.de/10010610431
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