Pages that link to "Item:Q947921"
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The following pages link to Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921):
Displaying 27 items.
- Simulation of the CEV process and the local martingale property (Q419443) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- A note on option pricing for the constant elasticity of variance model (Q1425568) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes (Q1648907) (← links)
- Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions (Q1722323) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
- Optimal investment for the defined-contribution pension with stochastic salary under a CEV model (Q2437134) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- Pricing the constant elasticity of variance trinary option (Q3109340) (← links)
- Option pricing in a CEV model with liquidity costs (Q3178199) (← links)
- CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082) (← links)
- Recursive marginal quantization of higher-order schemes (Q4554449) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- Empirical Performance of the Constant Elasticity Variance Option Pricing Model (Q5139466) (← links)
- Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710) (← links)
- Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522) (← links)
- Bayesian analysis of constant elasticity of variance models (Q5430339) (← links)
- Optimal investment strategy under the CEV model with stochastic interest rate (Q6534599) (← links)
