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

Y. L. HsuT. I. LinC. F. Lee
Published in: Math. Comput. Simul. (2008)
Keyphrases
  • sensitivity analysis
  • option pricing
  • probabilistic model
  • graphical models
  • theoretical framework
  • stochastic model
  • data mining
  • bayesian networks
  • prior knowledge
  • probability distribution
  • text classification