Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.matcom.2007.09.012 / rank | |||
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Latest revision as of 17:05, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation |
scientific article |
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Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (English)
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8 October 2008
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constant elasticity of variance model
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noncentral chi-square distribution
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option pricing
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