A Note on Option Pricing for the Constant Elasticity of Variance Model
Year: 2002
Type: article
Source: Asia-Pacific Financial Markets
Authors: Freddy Delbaen, Hiroshi Shirakawa
Institutions: ETH Zurich, Tokyo Institute of Technology
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Vrije Universiteit Brussel
OpenAlex ID: W56513751