%0 Journal Article %A John C. Cox %T The Constant Elasticity of Variance Option Pricing Model %D 1997 %R 10.3905/jpm.1996.015 %J The Journal of Portfolio Management %P 15-17 %V 23 %N 5 %U https://jpm.pm-research.com/content/iijpormgmt/23/5/15.full.pdf