The Differential Algorithm for American Put Option with Transaction Costs under CEV Model

Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (5) : 401-410.

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Journal of Systems Science and Information ›› 2014, Vol. 2 ›› Issue (5) : 401-410.

The Differential Algorithm for American Put Option with Transaction Costs under CEV Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. J Sys Sci Info, 2014, 2(5): 401-410

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