The Constant Elasticity of Variance Models: New Evidence...

Review of Pacific Basin Financial Markets and Policies 2004 / 06 Vol. 7; Iss. 2

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

Lee, C. F., Wu, Ta-Peng, Chen, Ren-Raw
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Volume:
7
Language:
english
Journal:
Review of Pacific Basin Financial Markets and Policies
DOI:
10.1142/S021909150400010X
Date:
June, 2004
File:
PDF, 249 KB
english, 2004
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