The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options
type: Item
instance of: scholarly article
title: The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options
zbMATH Open document ID: 1499.91135
author: Yan Dong
published in: Journal of Inequalities and Applications
publication date: 2022-01-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 26A33
zbMATH DE Number: 7459239
zbMATH Keywords: mixed fractional constant elasticity of variance model
zbMATH Keywords: strong solution
zbMATH Keywords: existence
zbMATH Keywords: uniqueness
zbMATH Keywords: continuity
MaRDI profile type: Publication
full work available at URL: s13660-019-2158-8
OpenAlex ID: W2965834942
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DOI: 10.1186/S13660-019-2158-8
description: scientific article; zbMATH DE number 7459239