Displaced Diffusion as an Approximation of the Constant Elasticity of Variance

Author: Svoboda-Greenwood Simona  

Publisher: Routledge Ltd

ISSN: 1466-4313

Source: Applied Mathematical Finance, Vol.16, Iss.3, 2009-01, pp. : 269-286

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract