Skip to search form
Skip to main content
Skip to account menu
Semantic Scholar
Semantic Scholar's Logo
Search 235,608,910 papers from all fields of science
Search
Sign In
Create Free Account
Constant elasticity of variance model
Known as:
CEV
, CEV Model
, Constant Elasticity of Variance
In mathematical finance, the CEV or constant elasticity of variance model is a stochastic volatility model, which attempts to capture stochastic…
Expand
Wikipedia
(opens in a new tab)
Create Alert
Alert
Related topics
Related topics
1 relation
SABR volatility model
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Optimal Investment Problem for an Insurer with Dependent Risks Under the Constant Elasticity of Variance (CEV) Model
Yajie Wang
,
X. Rong
,
Hui Zhao
2017
Corpus ID: 46106484
In this paper, we consider the optimal investment problem for an insurer who has n dependent lines of business. The surplus…
Expand
2016
2016
ON A DIVIDEND-PAYING STOCK OPTIONS PRICING MODEL (SOPM) USING CONSTANT ELASTICITY OF VARIANCE STOCHASTIC DYNAMICS
S. Edeki
,
O. Ugbebor
,
E. A. Owoloko
2016
Corpus ID: 54749822
In this paper, we propose a pricing model for stock option valuation. The model is derived from the classical Black-Scholes…
Expand
2012
2012
Markov Kernels and the Conditional Extreme Value Model
S. Resnick
,
David Zeber
2012
Corpus ID: 51214255
Abstract : The classical approach to extreme value modelling for multivariate data is to assume that the joint distribution…
Expand
Review
2009
Review
2009
Overview of the Crew Exploration Vehicle Parachute Assembly System (CPAS) Generation I Main and Cluster Development Test Results
Kristin Bledsoe
,
M. Englert
,
A. Morris
,
R. Olmstead
2009
Corpus ID: 53579016
The Orion spacecraft is currently under development by NASA and Lockheed Martin. Previously known as the Crew Exploration Vehicle…
Expand
Review
2009
Review
2009
Overview of the Crew Exploration Vehicle Parachute Assembly System ( CPAS ) Generation I Drogue and Pilot Development Test Results
R. Olmstead
2009
Corpus ID: 46767625
The Orion spacecraft is currently under development by NASA and Lockheed Martin. Previously known as the Crew Exploration Vehicle…
Expand
2008
2008
Testing volatility autocorrelation in the constant elasticity of variance model
Gianna Figá-Talamanca
2008
Corpus ID: 18857377
Since its rst introduction many suggestions have been proposed for the generalization of Black and Scholes option pricing model…
Expand
2007
2007
Design, Fabrication, and Test of a LOX/LCH4 RCS Igniter at NASA
S. Schneider
,
J. John
,
J. Zoeckler
2007
Corpus ID: 108766069
Abstract A workhorse liquid oxygen-liquid methane (LOX/LCH 4 ) rocket igniter was recently tested at NASA Glenn Research Center’s…
Expand
2006
2006
RUIN IN CONSTANT ELASTICITY OF VARIANCE MODEL
K. F. And
,
Liptser R
2006
Corpus ID: 15674314
We give results on the probability of absorption at zero of the diffusion process with non-Lipschitz diffusion coefficient dX t…
Expand
1997
1997
Direct Nucleotide Sequencing of Citrus Exocortis Viroid (CEV)
N. Önelge
Turkish Journal of Agriculture and Forestry…
1997
Corpus ID: 82867622
1989
1989
Synthesis of RNAs Specific to Citrus Exocortis Viroid by a Fraction Rich in Nuclei from Infected Gynura aurantiaca: Examination of the Nature of the Products and Solubilization of the Polymerase…
R. Flores
1989
Corpus ID: 55669221
Summary Viroid-specific polymerase activity was detected in preparations rich in nuclei from Gynura aurantiaca infected with…
Expand