Pages that link to "Item:Q724483"
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The following pages link to The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483):
Displaying 8 items.
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)