Constant elasticity of variance option pricing model : integration and detailed derivation
Y.L. Hsu, T.L. Lin, and Cheng Few Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Hsu, Y. L. ; Lin, T. L. ; Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3463-3481
|
| Subject: | Constant elasticity of variance model | Noncentral Chi-square distribution | Option pricing | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Elastizität | Elasticity | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050148