Constant elasticity of variance models with target zones (Q2164570): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q839741 |
||
| Property / author | |||
| Property / author: Yong Jin Wang / rank | |||
Revision as of 02:21, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant elasticity of variance models with target zones |
scientific article |
Statements
Constant elasticity of variance models with target zones (English)
0 references
15 August 2022
0 references
reflected CEV process
0 references
target zone
0 references
transition density
0 references
spectral expansion
0 references
Whittaker function
0 references
