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New approach and analysis of the generalized constant elasticity of variance model - MaRDI portal

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New approach and analysis of the generalized constant elasticity of variance model (Q6581468)

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scientific article; zbMATH DE number 7889613
Language Label Description Also known as
English
New approach and analysis of the generalized constant elasticity of variance model
scientific article; zbMATH DE number 7889613

    Statements

    title
    New approach and analysis of the generalized constant elasticity of variance model (English)
    0 references
    author
    In Young Kim
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    Takwon Kim
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    Ki-Ahm Lee
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    Ji-Hun Yoon
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    publication date
    30 July 2024
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    zbMATH Keywords
    asymptotic expansion
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    generalized constant elasticity of variance
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    Monte Carlo simulation
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    option data fit
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    option pricing
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    Identifiers

    zbMATH DE Number
    7889613
    0 references
    DOI
    10.1002/ASMB.2730
    0 references
     
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