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The constant elasticity of variance model and its implications for option pricing

Author(s) Stan Beckers
Stan Beckers

Publication date

January 1980

DOI

10.1111/j.1540-6261.1980.tb03490.x

ISSN

0022-1082

Citation count (estimate)

201

Abstract

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available a

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