This article discusses the Cournot model under nonlinear demand and the price elasticity of demand as a constant.
在需求价格弹性为常数下对非线性条件下的古诺模型进行探讨。
2
Suppose that underlying asset follows ConstantElasticity of Variance model(CEV). We derive pricing formula of binary option.
假设 标的股价服从不变方差弹性(CEV)模型下,推导出两值期权的定价公式。
3
This paper provides a method for pricing options in the constantelasticity of variance(CEV) model environment using the Lie-algebraic technique when the model parameters are time-dependent.