Valuation of American Continuous-Installment Options Under the Constant Elasticity of Variance Model

Guohe DENG, Guangming XUE

Journal of Systems Science and Information ›› 2016, Vol. 4 ›› Issue (2) : 149-168.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2016, Vol. 4 ›› Issue (2) : 149-168. DOI: 10.21078/JSSI-2016-149-20
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Valuation of American Continuous-Installment Options Under the Constant Elasticity of Variance Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2016, 4(2): 149-168 https://doi.org/10.21078/JSSI-2016-149-20

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