The Constant Elasticity of Variance Model and Its Implications For Option Pricing
Data up to Jan 2025
Total Citations Per Year
Abstract
References (11)
An introduction to probability theory and its applications
1958 • 31,109 citations
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
An Introduction to Probability Theory and its Applications.
1972 • 5,396 citations
The valuation of options for alternative stochastic processes
1976 • 3,064 citations
Fact and Fantasy in the Use of Options
1975 • 1,046 citations
A Method for Solving Algebraic Equations Using an Automatic Computer
1956 • 480 citations
A method for solving algebraic equations using an automatic computer
1956 • 432 citations
An Empirical Examination of the Black‐Scholes Call Option Pricing Model
1979 • 405 citations
COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA
1978 • 224 citations
Approximations to the non-central chi-square distribution
1963 • 114 citations
On the non-central chi-square distribution
1959 • 50 citations