Author:
Thakoor N.,Tangman D.Y.,Bhuruth M.
Funder
University of Mauritius
Tertiary Education Commission
Reference6 articles.
1. Computing the constant elasticity of variance option pricing formula;Schroder;J. Finance,1989
2. The constant elasticity of variance option pricing model;Cox;J. Portfolio Manage.,1996
3. J. Jackwerth, M. Rubinstein, Recovering stochastic processes from option prices, Working Paper, University of California, Berkeley, CA, 2001.
4. An artificial boundary method for American option pricing under the CEV model;Wong;SIAM J. Numer. Anal.,2008
5. A fourth order difference method for the one dimensional general quasilinear parabolic differential equation;Jain;Numer. Methods Partial Differential Equations,1990
Cited by
15 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献