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Price call and put options using Constant Elasticy of Variance model

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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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