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Browsing by Subject CEV model
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Showing results 1 to 2 of 2
Issue Date
Title
Author(s)
2013
On the computation of option prices and Greeks under the CEV model
Larguinho, Manuela
;
Dias, José Carlos
;
Braumann, Carlos A.
2011
Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model
Larguinho, M.
;
Dias, J.C.
;
Braumann, C.A.
Showing results 1 to 2 of 2
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