Concepedia

The Constant Elasticity of Variance Option Pricing Model

The Journal of Portfolio Management · 1996 · 393 citations · 0 references

Concepts

BusinessBusiness EconomicsFinanceFinancial EconomicsPricing TheoryQuantitative FinanceAsset Pricing TheoryElasticity TheoryImplied VolatilityOption PricingOption Pricing ModelsVolatility ModelingConstant Elasticity ModelElasticityImplied Volatility EstimationImplied Volatility ModelingOption Pricing Theory