Valuing time-dependent CEV barrier options.
Lo, C.F. ; Tang, H.M. ; Ku, K.C. ; Hui, C.H.
Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/359623
EUDML-ID : urn:eudml:doc:222761 
@article{05637292,
     title = {Valuing time-dependent CEV barrier options.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/359623},
     zbl = {1175.91075},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637292}
}

Lo, C.F.; Tang, H.M.; Ku, K.C.; Hui, C.H. Valuing time-dependent CEV barrier options.. Journal of Applied Mathematics and Decision Sciences, Tome 2009 (2009) . doi : 10.1155/2009/359623. http://gdmltest.u-ga.fr/item/05637292/