Real-World Pricing for a Modified Constant Elasticity of Variance Model
| Year of publication: |
2010
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|---|---|
| Authors: | Miller, Shane ; Platen, Eckhard |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 17.2010, 2, p. 147-176
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