"Algebraic solutions for pricing American put options under the constant ..."

Saba Javaid, Asim Aziz, Taha Aziz (2022)

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DOI: 10.1016/J.JOCS.2022.101680

access: closed

type: Journal Article

metadata version: 2023-09-30

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Saba Javaid, Asim Aziz, Taha Aziz:
Algebraic solutions for pricing American put options under the constant elasticity of variance (CEV) model: Application of the Lie group approach. J. Comput. Sci. 62: 101680 (2022)

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