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。
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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