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The Constant Elasticity of Variance Model and Its Implications for Option Pricing

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Beckers, Stan
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 35 (1980)
Issue (Month): 3 (June)
Pages: 661-73
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Handle: RePEc:bla:jfinan:v:35:y:1980:i:3:p:661-73

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