Concepedia

C. F. Lee

CF

Statistics

Publications

2

Citations

79

H-Index

2

Active since

2004

Affiliations

Rutgers, The State University of New Jersey(Current)

C. F. Lee is an author at Rutgers, The State University of New Jersey specializing in business, asset pricing, and option pricing.

Top concepts

Publications per year

2004–2007

2

Publications

2

Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation

Ying‐Lin Hsu, Tsung‐I Lin, C. F. Lee · Mathematics and Computers in Simulation · 2007 · 61 citations

, , +5

The Constant Elasticity of Variance Models: New Evidence from S&P 500 Index Options

C. F. Lee, Ta-Peng Wu, Ren‐Raw Chen · Review of Pacific Basin Financial Markets and Policies · 2004 · 18 citations

, , +19

Rows per page

1–2 of 2