Valuation of Standard Options under the Constant Elasticity of Variance Model
Year of publication: |
2005
|
---|---|
Authors: | Lu, Richard ; Hsu, Yi-Hwa |
Published in: |
International Journal of Business and Economics. - College of Business, ISSN 1607-0704. - Vol. 4.2005, 2, p. 157-165
|
Publisher: |
College of Business |
Subject: | binomial model | constant elasticity of variance model | option pricingtakeovers |
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