Talk
Speed and Accuracy Comparison of Noncentral Chi-Square Distribution Methods for Option Pricing and Hedging under the CEV Model
José Carlos Dias (Dias, J.C.); Maria Manuela Larguinho (Larguinho, M.); Carlos A. Braumann (Braumann, C.A.);
Event Title
Mathematical Finance Days Conference
Year (definitive publication)
2011
Language
English
Country
Canada
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-9597
Other Publication Details
Yes
Digital
Montreal, Canada
Conference
International
Oral Presentation