A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE |
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A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (English)
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10 February 2017
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CEV model
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American option
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option pricing
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Black-Scholes
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calibration
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