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"Analytic models for parameter dependency in option price modelling."

Annie A. M. Cuyt et al. (2016)

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DOI: 10.1007/S11075-015-0084-5

access: closed

type: Journal Article

metadata version: 2020-04-25

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  - https://dblp.org/rec/journals/na/CuytCLH16
Annie A. M. Cuyt, Oliver Salazar Celis, Maryna Lukach, Karel J. in 't Hout:
Analytic models for parameter dependency in option price modelling. Numer. Algorithms 73(1): 15-31 (2016)

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