Pages that link to "Item:Q724483"
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The following pages link to The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483):
Displayed 5 items.
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Optimal portfolio selection for a defined-contribution plan under two administrative fees and return of premium clauses (Q2043194) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- The fractional and mixed-fractional CEV model (Q2315921) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)