On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639)
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scientific article; zbMATH DE number 6975968
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the multiplicity of option prices under CEV with positive elasticity of variance |
scientific article; zbMATH DE number 6975968 |
Statements
On the multiplicity of option prices under CEV with positive elasticity of variance (English)
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9 November 2018
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bubbles
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constant elasticity of variance
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option pricing
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put-call parity
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risk-neutral valuation
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0.89757603
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0.87644243
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0.8758208
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0.8747097
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0.8732002
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0.87299407
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0.87160677
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0.8713346
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