Cite
HARVARD Citation
Mehrdoust, F. et al. (2017). Efficient Monte Carlo option pricing under CEV model. Communications in statistics. 46 (3), pp. 2254-2266. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Mehrdoust, F. et al. (2017). Efficient Monte Carlo option pricing under CEV model. Communications in statistics. 46 (3), pp. 2254-2266. [Online].