Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp01fx719p65d| Title: | Option Valuation under Stochastic Stock Price Volatility: The Constant Elasticity of Variance Model |
| Authors: | Buchwald, Adam M. |
| Advisors: | Cinlar, Erhan |
| Department: | Operations Research and Financial Engineering |
| Class Year: | 2000 |
| Extent: | 137 Pages |
| Other Identifiers: | 12571 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01fx719p65d |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Operations Research and Financial Engineering, 2000-2023 |
Files in This Item:
There are no files associated with this item.
Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.