This paper provides a method for pricing options in the constant elasticity of variance(CEV) model environment using the Lie-algebraic technique when the model parameters are time-dependent.
文章使用李-代数方法对波动率弹性为常数（CEV）的时间依赖型期权提供一种定价方法。
This paper provides a method for pricing options in the constant elasticity of variance(CEV) model environment using the Lie-algebraic technique when the model parameters are time-dependent.
文章使用李-代数方法对波动率弹性为常数（CEV）的时间依赖型期权提供一种定价方法。
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