Back
Conference abstract

Speed and accuracy comparison of noncentral chi-square distribution methods for option pricing and hedging under the CEV model

Larguinho, Manuela , Dias, José Carlos , Braumann, C. A.
ISLA — Instituto Politécnico de Gestão e Tecnologia
2011

Resume

Abstract
Abstract not provided by the author or the indexing source.

Bibliographic Details

Publication Type Conference abstract
Publication Year 2011

ISLA Authors & Affiliations

M
Maria Manuela Coelho Larguinho
mlarguinho@iscac.pt ID: 3014-AFB1-2513
Profile