A note on options and bubbles under the CEV model: implications for pricing and hedging
Crossref DOI link: https://doi.org/10.1007/s11147-019-09164-x
Published Online: 2019-09-24
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dias, José Carlos http://orcid.org/0000-0003-1799-100X
Nunes, João Pedro Vidal
Cruz, Aricson
Funding for this research was provided by:
Fundação para a Ciência e Tecnologia (UID/GES/00315/2019)
Text and Data Mining valid from 2019-09-24
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Article History
First Online: 24 September 2019