Pages that link to "Item:Q2071035"
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The following pages link to Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035):
Displaying 3 items.
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- (Q5080606) (← links)
