The following pages link to The sub-fractional CEV model (Q2068536):
Displaying 3 items.
- Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)