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Quantitative Finance

Volumn 2, Issue 6, 2002, Pages 459-467

Consistent pricing and hedging for a modified constant elasticity of variance model

(2) Heath, David a Platen, Eckhard a

a UNIVERSITY OF TECHNOLOGY SYDNEY (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008842635 PISSN: 14697688 EISSN: 14697696 Source Type: Journal
DOI: 10.1080/14697688.2002.0000013 Document Type: Article

Times cited : (23)

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