Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921)
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scientific article; zbMATH DE number 5349726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation |
scientific article; zbMATH DE number 5349726 |
Statements
Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (English)
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8 October 2008
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constant elasticity of variance model
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noncentral chi-square distribution
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option pricing
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