Constant elasticity of variance option pricing model: integration and detailed derivation (Q5139550)
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scientific article; zbMATH DE number 7283321
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| default for all languages | No label defined |
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| English | Constant elasticity of variance option pricing model: integration and detailed derivation |
scientific article; zbMATH DE number 7283321 |
Statements
Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation (English)
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9 December 2020
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constant elasticity of variance model
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noncentral chi-square distribution
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option pricing
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0.9858129620552064
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0.8203191161155701
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0.809744119644165
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0.8064225316047668
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0.7946022152900696
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