November 1, 1982Journal of Financial and Quantitative Analysis

Further Results on the Constant Elasticity of Variance Call Option Pricing Model

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David C. Emanuel, James D. MacBeth, Further Results on the Constant Elasticity of Variance Call Option Pricing Model, The Journal of Financial and Quantitative Analysis, Vol. 17, No. 4, Proceedings of the 17th Annual Conference of the Western Finance Association, June 16-19, 1982, Portland, Oregon (Nov., 1982), pp. 533-554

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Emanuel et al. (1982) studied this question.

synapsesocial.com/papers/6a5c71ab3ce080215789b1a2 https://doi.org/10.2307/2330906

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Further Results on the Constant Elasticity of Variance Call Option Pricing Model

Abstract

Discussion

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Further Results on the Constant Elasticity of Variance Call Option Pricing Model

Abstract

Discussion

Cite This Study

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