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Journal of Portfolio Management
Volumn 23, Issue SUPPL., 1996, Pages 15-17
The constant elasticity of variance option pricing model
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0030328887     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1996.015     Document Type: Article
Times cited : (234)
References (5)
  • 1
    • 0002116579 scopus 로고
    • Fact and fantasy in the use of options
    • July-August
    • Black, Fischer. "Fact and Fantasy in the Use of Options." Financial Analysts Journal, July-August 1975, pp. 36-41, 61-72.
    • (1975) Financial Analysts Journal , pp. 36-41
    • Black, F.1
  • 2
    • 33847554918 scopus 로고
    • The valuation of options for alternative stochastic processes
    • January-March
    • Cox, John C., and Stephen A. Ross. "The Valuation of Options for Alternative Stochastic Processes." Journal of Financial Economics, January-March 1976, pp. 145-166.
    • (1976) Journal of Financial Economics , pp. 145-166
    • Cox, J.C.1    Ross, S.A.2
  • 3
    • 0002515210 scopus 로고
    • Riding on a smile
    • February
    • Derman, Emanuel, and Iraj Kani. "Riding on a Smile." Risk, February 1994, pp. 32-39.
    • (1994) Risk , pp. 32-39
    • Derman, E.1    Kani, I.2
  • 4
    • 0002004145 scopus 로고
    • Pricing with a smile
    • January
    • Dupire, Bruno. "Pricing With a Smile." Risk, January 1994, pp. 18-20.
    • (1994) Risk , pp. 18-20
    • Dupire, B.1
  • 5
    • 84993899427 scopus 로고
    • Implied binomial trees
    • July
    • Rubinstein, Mark. "Implied Binomial Trees." Journal of Finance, July 1994, pp. 771-818.
    • (1994) Journal of Finance , pp. 771-818
    • Rubinstein, M.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.