Journal of Applied Mathematics and Decision Sciences
Volume 2009 (2009), Article ID 359623, 17 pages
doi:10.1155/2009/359623
Research Article

Valuing Time-Dependent CEV Barrier Options

C. F. Lo,1 H. M. Tang,1 K. C. Ku,1 and C. H. Hui2

1Institute of Theoretical Physics and Department of Physics, The Chinese University of Hong Kong, Shatin, New Territories, Hong Kong
2Research Department, Hong Kong Monetary Authority, 55th Floor, Two International Finance Centre, 8 Finance Street, Hong Kong

Received 15 January 2009; Accepted 29 May 2009

Academic Editor: Henry Schellhorn

Copyright © 2009 C. F. Lo et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

C. F. Lo, H. M. Tang, K. C. Ku, and C. H. Hui, “Valuing Time-Dependent CEV Barrier Options,” Journal of Applied Mathematics and Decision Sciences, vol. 2009, Article ID 359623, 17 pages, 2009. doi:10.1155/2009/359623