Accurate Closed-form Approximation for Pricing Mean-reverting CEV Basket Options
Other conference paper


Full Text

Other information
All Author(s) ListHE, Yanwei 何瑋, LO Chi Fai
Name of Conference2nd IMA Conference on Mathematics in Finance
Country/Region of ConferenceGreat Britain
Proceedings Title2nd IMA Conference on Mathematics in Finance
Year2015
Month6
Place of PublicationUnited Kingdom, Manchester
LanguagesEnglish-United Kingdom

Last updated on 2018-19-01 at 00:42