Consistent pricing and hedging for a modified constant elasticity of variance model (Q4647231)
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scientific article; zbMATH DE number 7001556
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Consistent pricing and hedging for a modified constant elasticity of variance model |
scientific article; zbMATH DE number 7001556 |
Statements
Consistent pricing and hedging for a modified constant elasticity of variance model (English)
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14 January 2019
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variance model
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consistent pricing and hedging
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optimal portfolio
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0.8063591718673706
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0.7737149596214294
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0.768014669418335
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0.7671796083450317
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0.7502638697624207
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