On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the multiplicity of option prices under CEV with positive elasticity of variance |
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On the multiplicity of option prices under CEV with positive elasticity of variance (English)
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9 November 2018
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bubbles
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constant elasticity of variance
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option pricing
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put-call parity
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risk-neutral valuation
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