Comment on "Option pricing under the Merton model of the short rate" by Kung and Lee [Mathematics and Computers in Simulation 80 (2009) 378-386]

Zhenyu Cui, Don McLeish. Comment on "Option pricing under the Merton model of the short rate" by Kung and Lee [Mathematics and Computers in Simulation 80 (2009) 378-386]. Mathematics and Computers in Simulation, 81(1):1-4, 2010. [doi]

Abstract

Abstract is missing.