Original language | English |
---|---|
Pages (from-to) | 868-878 |
Journal | Mathematics and Computers in Simulation |
Volume | 82 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2012 |
Simulation of the CEV process and the local martingale property.
Alan Lindsay, Dominic Brecher
Research output: Contribution to journal › Article › peer-review
22
Citations
(Scopus)