Work

Empirical Performance of the Constant Elasticity Variance Option Pricing Model

Year: 2009

Type: article

Source: Review of Pacific Basin Financial Markets and Policies

DOI: 10.1142/s0219091509001605

Authors: Ren-Raw Chen, Cheng-Few Lee, Han-Hsing Lee

Institutions: Fordham University, Rutgers, The State University of New Jersey, National Yang Ming Chiao Tung University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2012553251

FWCI: 1.685

Cites: 49

Cited by: 26

Related to: 10