Work

The modified Black-Scholes model via constant elasticity of variance for stock options valuation

Year: 2016

Type: conference-paper

Source: AIP conference proceedings

DOI: 10.1063/1.4940289

Authors: S. O. Edeki, E. A. Owoloko, O. O. Ugbebor

Institutions: Covenant University, University of Ibadan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Covenant University

OpenAlex ID: W2330616998

FWCI: 17.91

Cites: 13

Cited by: 16

Related to: 10