Simulation of the CEV process and the local martingale property (Q419443)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of the CEV process and the local martingale property |
scientific article |
Statements
Simulation of the CEV process and the local martingale property (English)
0 references
18 May 2012
0 references
