On the multiplicity of option prices under CEV with positive elasticity of variance
Dirk Veestraeten
| Year of publication: |
April 2017
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|---|---|
| Authors: | Veestraeten, Dirk |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 20.2017, 1, p. 1-13
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| Subject: | Bubbles | Constant elasticity of variance | Option pricing | Put-call parity | Risk-neutral valuation | Optionspreistheorie | Option pricing theory | Spekulationsblase | Volatilität | Volatility | Derivat | Derivative | Elastizität | Elasticity | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11147-016-9122-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011928028