Pages that link to "Item:Q2211013"
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The following pages link to A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013):
Displaying 8 items.
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- A delayed stochastic volatility correction to the constant elasticity of variance model (Q517196) (← links)
- A note on option pricing for the constant elasticity of variance model (Q1425568) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- (Q5257512) (← links)
- Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)
- Finite maturity caps and floors on continuous flows under the constant elasticity of variance process (Q6586283) (← links)
- Detecting asset price bubbles using deep learning (Q6667576) (← links)