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pro vyhledávání: '"Maliha Tasmiah Noushin"'
Publikováno v:
Dhaka University Journal of Science. 67:105-110
In this paper we estimate European put option price by using awell-established option pricing model, namely, the Constant Elasticity of Variance (CEV) model for the elasticity parameter β< 2 and then compare it with the benchmark Black-Scholes (BS)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c8c6ed24617eb0bbd8c8a5bcc99eac97
https://doi.org/10.3329/dujs.v67i2.54581
https://doi.org/10.3329/dujs.v67i2.54581
