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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… 
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Related topics

Related topics

1 relation
SABR volatility model

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Estimating the Constant Elasticity of Variance Model with Data-Driven Markov Chain Monte Carlo Methods
The constant elasticity of variance (CEV) model is widely studied and applied for volatility forecasting and optimal decision… 
Review
2011
Review
2011
Summary of CPAS Gen II Testing Analysis Results
The Orion spacecraft is currently under development by NASA and Lockheed Martin. Like Apollo, Orion will use a series of… 
2010
2010
Real-World Pricing for a Modified Constant Elasticity of Variance Model
Abstract This paper considers a modified constant elasticity of variance (MCEV) model. This model uses the familiar constant… 
Review
2009
Review
2009
Development and Testing of the Orion CEV Parachute Assembly System (CPAS)
The Crew Exploration Vehicle (CEV) is an element of the Constellation Program that includes launch vehicles, spacecraft, and… 
Review
2009
Review
2009
Overview of the Crew Exploration Vehicle Parachute Assembly System ( CPAS ) Generation I Drogue and Pilot Development Test Results
The Orion spacecraft is currently under development by NASA and Lockheed Martin. Previously known as the Crew Exploration Vehicle… 
2006
2006
Centaur Test Bed (CTB) for Cryogenic Fluid Management
Future missions such as NASA s space exploration vision and DOD satellite servicing will require significant increases in the… 
2002
2002
Modeling Variance of Variance: The Square-Root, the Affine, and the CEV GARCH Models ∗
This paper develops a new econometric framework for investigating how the sensitivity of the financial market volatility to… 
2001
2001
Monte Carlo Improvement of Estimates of the Mean-Reverting Constant Elasticity of Variance Interest Rate Diffusion
We use Simulation based methods to construct improved estimation procedures for discretely observed diffusions. The benchmark… 
2001
2001
Global Topological Properties of Images Derived from Local Curvature Features
In this paper we show that all images are topologically equivalent. Nevertheless, one can define useful pseudotopological… 
1982
1982
Circular double-stranded RNA in potato spindle tuber viroid-infected tomatoes
Viroids are circular molecules of single-stranded RNA consisting of ∼360 nucleotides1,2, and the mechanism by which these… 
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