The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483)
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scientific article; zbMATH DE number 6910403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The \(CEV\) model and its application to financial markets with volatility uncertainty |
scientific article; zbMATH DE number 6910403 |
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The \(CEV\) model and its application to financial markets with volatility uncertainty (English)
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26 July 2018
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pricing of contingent claims
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volatility uncertainty
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\(CEV\) model
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\(G\)-Brownian motion
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