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Valuing American-style options under the CEV model: an integral representation based method

Crossref DOI link: https://doi.org/10.1007/s11147-019-09157-w

Published Online: 2019-04-29

Published Print: 2020-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Cruz, Aricson

Dias, José Carlos https://orcid.org/0000-0003-1799-100X
Funding

Funding for this research was provided by:

Fundação para a Ciência e a Tecnologia (UID/GES/00315/2013)

Fundação Millenium BCP
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Text and Data Mining valid from 2019-04-29
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Article History

First Online: 29 April 2019