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A Note on Option Pricing for the Constant Elasticity of Variance Model

✍ Scribed by Freddy Delbaen; Hiroshi Shirakawa

Book ID
110417870
Publisher
Springer
Year
2002
Tongue
English
Weight
122 KB
Volume
9
Category
Article
ISSN
1573-6946

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πŸ“œ SIMILAR VOLUMES

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he recent introduction of options on agricultural futures has fueled a growing T research interest on issues ranging from risk-return characteristics of option hedging strategies to the valuation of commodity options. Valuation models for options on common stocks have been extensively used ever sinc