Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation |
scientific article |
Statements
Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (English)
0 references
8 October 2008
0 references
constant elasticity of variance model
0 references
noncentral chi-square distribution
0 references
option pricing
0 references
