Real-World Pricing for a Modified Constant Elasticity of Variance Model

Shane M. Millera  Eckhard Platenbc*

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Real-World Pricing for a Modified Constant Elasticity of Variance Model

机译：修正后的恒定弹性方差模型的实际定价

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《Applied Mathematical Finance》 |2010年第2期|p.147-175|共29页
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Shane M. Millera Eckhard Platenbc*;
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1. Real-World Pricing for a Modified Constant Elasticity of Variance Model [J] . SHANE M. MILLER, ECKHARD PLATEN Applied mathematical finance . 2010,第1a2期

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2. Pricing volatility derivatives under the modified constant elasticity of variance model [J] . Chan Leunglung, Platen Eckhard Operations Research Letters: A Journal of the Operations Research Society of America . 2015,第4期

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4. A Semigroup Approach to No-Arbitrage Pricing Theory: Constant Elasticity Variance Model and Term Structure Models [C] . Fabrizio Colombo, Massimiliano Giuli, Vincenzo Vespri International conference on evolution equation . 2003

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5. The constant elasticity of variance model in the framework of optimal investment problems. [D] . Darius, Dries. 2005

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7. Real-World Pricing for a Modified Constant Elasticity of Variance Model [O] . Shane Miller, Eckhard Platen 2010

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Real-World Pricing for a Modified Constant Elasticity of Variance Model

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