Empirical Performance of the Constant Elasticity Variance Option Pricing Model

Chen, Ren-RawRen-RawChenLee, Cheng-FewCheng-FewLeeSHYAN-YUAN LEE2018-09-102018-09-102009-03http://scholars.lib.ntu.edu.tw/handle/123456789/353077Empirical Performance of the Constant Elasticity Variance Option Pricing Modeljournal article10.1142/S0219091509001605