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Price call and put options using Constant Elasticy of Variance model

Price call and put options using Constant Elasticy of Variance model

by

Hanan Kavitz (view profile)

 

02 Jan 2013 (Updated )

An alternative to using Black and Scholes model is using Constant Elasticity of Variance model.

constantElasticity.zip
constantElasticity.m
license.txt

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