A Note on Options and Bubbles under the CEV Model: Implications for Pricing and Hedging
José Carlos Dias,
João Pedro Vidal Nunes,
Aricson Cruz
Review Of Derivatives Research,
vol. 23, 2020, p. 249-272.
Valuing American-Style Options under the CEV Model: An Integral Representation Based Method
Aricson Cruz,
José Carlos Dias
Review Of Derivatives Research,
vol. 23, 2020, p. 63-83.
The Binomial CEV Model and the Greeks
Aricson Cruz,
José Carlos Dias
Journal of Futures Markets,
vol. 37, 2017, p. 90-104.