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Analysis of variance 1 Constant elasticity of variance (CEV) 1 Elasticity 1 Elastizität 1 Estimation 1 Estimation theory 1 Kolmogorov equation 1 Option pricing theory 1 Optionspreistheorie 1 Schätztheorie 1 Schätzung 1 Stochastic process 1 Stochastischer Prozess 1 Varianzanalyse 1 Volatility 1 Volatilität 1 group invariance 1 logarithmic return 1 singular diffusion process 1
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English 1
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Liu, Siqi 1 Melia, Adrian 1 Song, Xiaojing 1 Tippett, Mark 1
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The European journal of finance 1
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Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi; Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 26 (2020) 9, pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
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