The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference13 articles.
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5. Cox, J.C., 1975. Notes on option pricing I: constant elasticity of diffusions. Working paper. Stanford University, Stanford, CA
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