CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082)
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scientific article; zbMATH DE number 1558389
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| English | CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS |
scientific article; zbMATH DE number 1558389 |
Statements
CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (English)
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18 March 2003
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option pricing model
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constant elasticity of variance
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0.94286215
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0.9326917
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0.91842437
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0.91467905
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0.91231155
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0.9045154
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0.89140165
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0.88487357
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