Hengxu Wang, John G. O'Hara, Nick Constantinou. A path-independent approach to integrated variance under the CEV model. Mathematics and Computers in Simulation, 109:130-152, 2015. [doi]
@article{WangOC15,
title = {A path-independent approach to integrated variance under the CEV model},
author = {Hengxu Wang and John G. O'Hara and Nick Constantinou},
year = {2015},
doi = {10.1016/j.matcom.2014.09.004},
url = {http://dx.doi.org/10.1016/j.matcom.2014.09.004},
researchr = {https://researchr.org/publication/WangOC15},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {109},
pages = {130-152},
}