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Operations research letters
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Valuing American options under the CEV model by Laplace–Carson transforms
Wong, Hoi Ying
;
Zhao, Jing
- In:
Operations research letters
38
(
2010
)
5
,
pp. 474-482
Persistent link: https://www.econbiz.de/10008451554
Saved in:
2
Valuing American options under the CEV model by Laplace-Carson transforms
Wong, Hoi Ying
;
Zhao, Jing
- In:
Operations research letters
38
(
2010
)
5
,
pp. 474-481
Persistent link: https://www.econbiz.de/10008658768
Saved in:
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