Suppose that underlying asset follows Constant Elasticity of Variance model(CEV). We derive pricing formula of binary option.
假设 标的股价服从不变方差弹性（CEV）模型下，推导出两值期权的定价公式。
It can be distinguished through the price elasticity based on call option of company's value.
可以通过基于公司价值的看涨期权的价格弹性来判别。
The dynamic stochastic elasticity is introduced and its applications on the pricing option models are discussed.
给出动态随机弹性的概念及运算性质，讨论了动态随机弹性在期权定价模型中的应用。
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