Hoi-Man Tang

The Chinese University of Hong Kong (CUHK)

Hong Kong

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Valuing Time-Dependent CEV Barrier Options

Journal of Applied Mathematics and Decision Sciences, pp. 1-17, 2009

Number of pages: 20 Posted: 29 Mar 2008 Last Revised: 10 Aug 2009

Chi-Fai Lo, Hoi-Man Tang, K. C. Ku and Cho-Hoi Hui

The Chinese University of Hong Kong, The Chinese University of Hong Kong (CUHK), The Chinese University of Hong Kong (CUHK) and Hong Kong Monetary Authority - Research Department

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