Valuing time-dependent CEV barrier options.

Lo, C.F., et al. "Valuing time-dependent CEV barrier options.." Journal of Applied Mathematics and Decision Sciences 2009 (2009): Article ID 359623, 17 p.-Article ID 359623, 17 p.. <http://eudml.org/doc/222761>.

@article{Lo2009,
author = {Lo, C.F., Tang, H.M., Ku, K.C., Hui, C.H.},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 359623, 17 p.-Article ID 359623, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Valuing time-dependent CEV barrier options.},
url = {http://eudml.org/doc/222761},
volume = {2009},
year = {2009},
}

TY - JOUR
AU - Lo, C.F.
AU - Tang, H.M.
AU - Ku, K.C.
AU - Hui, C.H.
TI - Valuing time-dependent CEV barrier options.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2009
PB - Hindawi Publishing Corporation, New York
VL - 2009
SP - Article ID 359623, 17 p.
EP - Article ID 359623, 17 p.
LA - eng
UR - http://eudml.org/doc/222761
ER -