Simulation of the CEV process and the local martingale property (Q419443)
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scientific article; zbMATH DE number 6036534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of the CEV process and the local martingale property |
scientific article; zbMATH DE number 6036534 |
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Simulation of the CEV process and the local martingale property (English)
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18 May 2012
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CEV process
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Bessel process
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local martingale
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