Pricing American Options under the Constant Elasticity of...

Journal of Financial and Quantitative Analysis 2009 / 10 Vol. 44; Iss. 5

Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy

João Pedro Vidal Nunes
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Volume:
44
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/40505966
Date:
October, 2009
File:
PDF, 2.23 MB
english, 2009
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