The sub-fractional CEV model
type: Item
instance of: scholarly article
title: The sub-fractional CEV model
author: Axel A. Araneda
author: Nils Bertschinger
published in: Physica A
publication date: 2022-01-19T00:00:00Z
full work available at URL: https://arxiv.org/abs/2001.06412
Mathematics Subject Classification ID: 82-XX
zbMATH DE Number: 7459887
zbMATH Keywords: sub-fractional Brownian motion
zbMATH Keywords: CEV model
zbMATH Keywords: option pricing
zbMATH Keywords: sub-fractional Fokker-Planck
zbMATH Keywords: long-range dependence
zbMATH Keywords: econophysics
MaRDI profile type: Publication
OpenAlex ID: W2998965431
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DOI: 10.1016/J.PHYSA.2021.125974
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describes a project that uses: Digital Library of Mathematical Functions
description: scientific article; zbMATH DE number 7459887