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- W2385561269 abstract "In this paper,firstly,the conception of the CEV is introduced.Secondly,It is gained that is the formula of rainbow pricing under the CEV Process by studying the formula of rainbow pricing Under the geometry Brownian movement and the pricing formula is proved;At last,the model of Option Pricing with Transaction Costs under the CEV process is giving and the pricing formula is proved." @default.
- W2385561269 created "2016-06-24" @default.
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- W2385561269 date "2008-01-01" @default.
- W2385561269 modified "2023-09-25" @default.
- W2385561269 title "The Model of Rainbow Option Pricing with Transaction Costs under the CEV Process" @default.
- W2385561269 hasPublicationYear "2008" @default.
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