Option pricing in the presence of natural boundaries and a quadratic diffusion term

  • Sven Rady
  • Published 1997 in Finance and Stochastics

Cite this paper

@article{Rady1997OptionPI, title={Option pricing in the presence of natural boundaries and a quadratic diffusion term}, author={Sven Rady}, journal={Finance and Stochastics}, year={1997}, volume={1}, pages={331-344} }