Further Results on the Constant Elasticity of Variance Call Option Pricing Model
| Year of publication: |
1982
|
|---|---|
| Authors: | Emanuel, David C. ; MacBeth, James D. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 17.1982, 04, p. 533-554
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |