CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS |
scientific article; zbMATH DE number 1558389
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
18 March 2003
0 references
option pricing model
0 references
constant elasticity of variance
0 references
0.94286215
0 references
0.9326917
0 references
0.91842437
0 references
0.91467905
0 references
0.91231155
0 references
0.9045154
0 references
0 references
0.89140165
0 references
0.88487357
0 references
