Real-World Pricing for a Modified Constant Elasticity of Variance Model (Q3565103): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real-World Pricing for a Modified Constant Elasticity of Variance Model |
scientific article |
Statements
Real-World Pricing for a Modified Constant Elasticity of Variance Model (English)
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27 May 2010
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benchmark approach
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real-world pricing
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growth optimal portfolio
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constant elasticity of variance
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zero-coupon bonds
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exchange prices
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interest rate caps and floors
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