The fractional and mixed-fractional CEV model (Q2315921)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fractional and mixed-fractional CEV model |
scientific article |
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The fractional and mixed-fractional CEV model (English)
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26 July 2019
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fractional Brownian motion
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CEV model
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fractional Fokker-Planck
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fractional Itô's calculus
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Feller's process
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