Simulation of the CEV process and the local martingale property.

Alan Lindsay, Dominic Brecher

Research output: Contribution to journalArticlepeer-review

22 Citations (Scopus)
Original languageEnglish
Pages (from-to)868-878
JournalMathematics and Computers in Simulation
Volume82
Issue number5
DOIs
Publication statusPublished - 2012

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