"Modeling Vanilla Option prices: A simulation study by an implicit method."

Snehanshu Saha, Bidisha Goswami, Surbhi Agrawal (2013)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - journals/corr/SahaGA13
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Snehanshu Saha, Bidisha Goswami, Surbhi Agrawal:
Modeling Vanilla Option prices: A simulation study by an implicit method. CoRR abs/1311.0438 (2013)

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