英文标题：
《Asymptotics for Greeks under the constant elasticity of variance model》
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作者：
Oleg L. Kritski and Vladimir F. Zalmezh
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最新提交年份：
2017
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英文摘要：
This paper is concerned with the asymptotics for Greeks of European-style options and the risk-neutral density function calculated under the constant elasticity of variance model. Formulae obtained help financial engineers to construct a perfect hedge with known behaviour and to price any options on financial assets.
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中文摘要：
本文研究了欧式期权的渐近性和在常弹性方差模型下计算的风险中性密度函数。获得的公式有助于金融工程师利用已知行为构建完美的对冲，并为金融资产的任何期权定价。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Pricing of Securities 证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
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