The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483): Difference between revisions

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Latest revision as of 05:44, 16 July 2024

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The \(CEV\) model and its application to financial markets with volatility uncertainty
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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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