20.2 Models to be considered Constant elasticity of variance (CEV) Jump diffusion Stochastic volatility Implied volatility function(VF) Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 20.2 Models to be Considered • Constant elasticity of variance (CEV) • Jump diffusion • Stochastic volatility • Implied volatility function (IVF)