Talk
Pricing Double Barrier Options under the CEV Process: A Speed-Accuracy Comparison of Alternative Methods
José Carlos Dias (Dias, J.C.); João Nunes (Nunes, J.P.);
Event Title
7th World Congress of the Bachelier Finance Society
Year (definitive publication)
2012
Language
English
Country
Australia
More Information
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Abstract
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Acknowledgements
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Keywords
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Publication Identifiers
ci-pub-9592
Other Publication Details
Yes
Digital
Sydney, Australia
Conference
International
Oral Presentation