A Numerical Method for American Option Pricing under CEV
Refereed conference paper presented and published in conference proceedings


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All Author(s) ListZHAO JING, WONG Hoi Ying
Name of ConferenceProceeding of IASTED conference on Financial Engineering and Applications
Proceedings TitleProceeding of IASTED conference on Financial Engineering and Applications
Detailed descriptionorganized by The International Association of Science and Technology for Development ,
Year2006
Pages10
LanguagesEnglish-United Kingdom
KeywordsAmerican option; Artificial boundary; Numerical PDE

Last updated on 2021-07-05 at 11:15