CEV asymptotics of American options
Work
Year: 2013
Type: article
Authors Chi Seng Pun, Hoi Ying Wong
Institution Chinese University of Hong Kong
Cites: 15
Cited by: 13
Related to: 10
FWCI: 2.963
Citation percentile (by year/subfield): 87.89
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze