On convergence of Laplace inversion for the American put option under the CEV model

Sihun Jo, Minsuk Yang, Geonwoo Kim

Research output: Contribution to journalArticle

6 Citations (Scopus)

Fingerprint Dive into the research topics of 'On convergence of Laplace inversion for the American put option under the CEV model'. Together they form a unique fingerprint.

Mathematics

Engineering & Materials Science