The Constant Elasticity of Variance Model and Its Implications For Option Pricing-Reference-Cited by-同舟云学术

The Constant Elasticity of Variance Model and Its Implications For Option Pricing

Published:1980-06 Issue:3 Volume:35 Page:661-673
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

BECKERS STAN

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference11 articles.

1. Fact and Fantasy in the Use of Options;Black;Financial Analysts Journal,JulyAugust, 1975

2. F. Black Studies of Stock Price Volatility Changes 1976 Meetings of the American Statistical Association, Business and Economic Statistics Division

3. The Pricing of Options and Other Corporate Liabilities;Black;Journal of Political Economy,MayJune, 1973

4. J. Cox Notes on Option Pricing I: Constant Elasticity of Variance Diffusions Working Paper Stanford University 1975

5. The Valuation of Options for Alternative Stochastic Processes;Cox;Journal of Financial Economics,JanMarch, 1976

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