Constant elasticity of variance models with target zones (Q2164570)
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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)
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15 August 2022
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reflected CEV process
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target zone
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transition density
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spectral expansion
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Whittaker function
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