Algebraic solutions for pricing American put options under the constant elasticity of variance (CEV) model: Application of the Lie group approach

Saba Javaid, Asim Aziz, Taha Aziz. Algebraic solutions for pricing American put options under the constant elasticity of variance (CEV) model: Application of the Lie group approach. J. Comput. Science, 62:101680, 2022. [doi]

Abstract

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