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Q3132376 - MaRDI portal

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    author
    Miao Zhang
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    Hui Liu
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    Feilong Zhang
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    publication date
    29 January 2018
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    zbMATH Keywords
    stochastic volatility CEV model
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    first-passage times
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    martingale method
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    joint Laplace transforms
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    Whittaker's equation
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    60J70
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    91B70
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    zbMATH DE Number
    6831803
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