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
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.
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