keyword Constant elasticity of variance ‎/ (1 Article)

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A Kurganov-Tadmor numerical method for option pricing under the constant elasticity of variance model

Writer : Ghiasi، Sakineh ؛ Corresponding Author : Parandin، Nouredin ؛

Journal:Advances in Mathematical Finance and Applications»Summer 2022, Volume 7 - Issue 3 Ranking الف (Ministry of Science/ISC (‎7 page(s) - From 527 to 533 )
Keywords:Kurganov-Tadmor method Option price Constant elasticity of variance

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الف ‎ (1 Article)