Work

The Constant Elasticity of Variance Model and Its Implications For Option Pricing

Year: 1980

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1980.tb03490.x

Author: STAN BECKERS

Institution: European Institute for Advanced Studies in Management

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2126629795

FWCI: 3.509

Cites: 11

Cited by: 280

Related to: 10