A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on options and bubbles under the CEV model: implications for pricing and hedging |
scientific article |
Statements
A note on options and bubbles under the CEV model: implications for pricing and hedging (English)
0 references
10 November 2020
0 references
bubbles
0 references
CEV model
0 references
greeks
0 references
option pricing
0 references
put-call parity
0 references
local martingales
0 references
0 references
0 references