常方差弹性模型下Greeks的渐近性
Asymptotics for Greeks under the constant elasticity of variance model
摘要：
本文研究了欧式期权的希腊渐近性，并在常方差弹性模型下得到了风险中性的密度函数。所得到的公式可以帮助金融工程师构建一个完美的对冲与已知的行为和定价的任何选择金融资产。
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.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
