Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Pricing Real Options under the Constant Elasticity of Variance Diffusion
Authors:
José Carlos Dias
(
ISCTE - Instituto Universitário de Lisboa
,
ISCAC, Coimbra
)
João Pedro Vidal Nunes
(
ISCTE - Instituto Universitário de Lisboa
,
ISCAC, Coimbra
)
Journal:
Journal of Futures Markets
Year:
2011
Volume:
31
Pages:
230-250
JEL code:
G13 - Contingent Pricing; Futures Pricing
Back