Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Crossref DOI link: https://doi.org/10.1007/s10436-017-0309-9
Published Online: 2017-10-20
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Krasin, Vladislav
Smirnov, Ivan
Melnikov, Alexander
Funding for this research was provided by:
Natural Sciences and Engineering Research Council of Canada (CA) (5901)
License valid from 2017-10-20