A note on option pricing for the constant elasticity of variance model
Freddy Delbaen and Hiroshi Shirakawa
| Year of publication: |
2002
|
|---|---|
| Authors: | Delbaen, Freddy ; Shirakawa, Hiroshi |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 9.2002, 2, p. 85-99
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001758326