Option Valuation under Stochastic Stock Price Volatility: The Constant Elasticity of Variance Model

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dc.contributor.advisorCinlar, Erhanen_US
dc.contributor.authorBuchwald, Adam M.en_US
dc.date.accessioned2014-09-23T05:02:44Z
dc.date.accessioned2026-09-30T00:02:56Z
dc.date.available2014-09-23T05:02:44Z
dc.date.available2026-09-30T00:02:56Z
dc.date.issued2000en_US
dc.format.extent137 Pagesen_US
dc.identifier.other12571en_US
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp01fx719p65d
dc.identifier.urihttps://theses-dissertations.princeton.edu/handle/88435/dsp01fx719p65d
dc.titleOption Valuation under Stochastic Stock Price Volatility: The Constant Elasticity of Variance Modelen_US
dc.typePrinceton University Senior Thesesen_US
pu.date.classyear2000en_US
pu.departmentOperations Research and Financial Engineeringen_US
pu.locationThis thesis can be viewed in person at the <a href=http://mudd.princeton.edu>Mudd Manuscript Library</a>. To order a copy complete the <a href="http://rbsc.princeton.edu/senior-thesis-order-form" target="_blank">Senior Thesis Request Form</a>. For more information contact <a href=mailto:mudd@princeton.edu>mudd@princeton.edu</a>.en_US
pu.projectgrantnumber690-2143en_US

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Operations Research and Financial Engineering, 2000-2026