A new methodology to estimate constant elasticity of variance
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Publication:5076607
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Cites work
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- A Simplex Method for Function Minimization
- A note on option pricing for the constant elasticity of variance model
- Nonlinear Programming
- Pricing American options when asset prices jump
- Revisit of stochastic mesh method for pricing American options
- The pricing of options and corporate liabilities
Cited in
(4)- Bayesian analysis of constant elasticity of variance models
- Properties of the elasticity of a continuous random variable. A special look at its behavior and speed of change
- Further results on pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model
- Estimating the constant elasticity of variance model with data-driven Markov chain Monte Carlo methods
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