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Dias, J.C. & Nunes, J.P. (2012). Pricing Double Barrier Options under the CEV Process: A Speed-Accuracy Comparison of Alternative Methods. 7th World Congress of the Bachelier Finance Society.
J. C. Dias and J. P. Nunes, "Pricing Double Barrier Options under the CEV Process: A Speed-Accuracy Comparison of Alternative Methods", in 7th World Congr. of the Bachelier Finance Society, Sydney, Australia, 2012
@misc{dias2012_1765580298905,
author = "Dias, J.C. and Nunes, J.P.",
title = "Pricing Double Barrier Options under the CEV Process: A Speed-Accuracy Comparison of Alternative Methods",
year = "2012",
howpublished = "Digital",
url = ""
}
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