Concepedia

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

Stan Beckers

The Journal of Finance · 1980 · 275 citations · 11 references

DOI

Concepts

Abstract

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References

11

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

, , +11

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

, , +13

An Introduction to Probability Theory and its Applications.

J. F. C. Kingmán, W. Feller · Journal of the Royal Statistical Society Series A (General) · 1972 · 5.1K citations

, , +11

The valuation of options for alternative stochastic processes

John C. Cox, Stephen A. Ross · Journal of Financial Economics · 1976 · 3K citations

, , +12

Fact and Fantasy in the Use of Options

Fischer Black · Financial Analysts Journal · 1975 · 1.1K citations

, , +8