Title:

The Binomial CEV Model and the Greeks

Authors:

Aricson Cruz (ISCTE - Instituto Universitário de Lisboa)
José Carlos Dias (ISCTE - Instituto Universitário de Lisboa)

Journal:

Journal of Futures Markets

Year:

2017

Volume:

37

Number:

1

Pages:

90-104

JEL codes:

C58 - Financial Econometrics
G13 - Contingent Pricing; Futures Pricing