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  A path-independent approach to integrated variance under the CEV model
 
 
Title: A path-independent approach to integrated variance under the CEV model
Author: Wang, Hengxu
O’Hara, John G.
Constantinou, Nick
Appeared in: Mathematics and computers in simulation
Paging: Volume 109 (2015) nr. C pages 23 p.
Year: 2015
Contents:
Publisher: International Association for Mathematics and Computers in Simulation (IMACS)
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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