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

Sihun Jo, Minsuk Yang, Geonwoo Kim

Research output: Contribution to journalArticlepeer-review

8 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

Social Sciences