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Option pricing with constant elasticity of variance (CEV) model

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https://hal-uphf.archives-ouvertes.fr/hal-03135010
Contributor : Frédéric Pruvost Connect in order to contact the contributor
Submitted on : Monday, February 8, 2021 - 4:28:19 PM
Last modification on : Tuesday, October 19, 2021 - 6:38:16 PM

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  • HAL Id : hal-03135010, version 1

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Rajae Aboulaich, M. L. Hadji, A. Jraifi. Option pricing with constant elasticity of variance (CEV) model. Applied Mathematical Sciences, Hikari, 2013, 7, pp.5443-5456. ⟨hal-03135010⟩

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