The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976)

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The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options
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    The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (English)
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    19 January 2022
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    mixed fractional constant elasticity of variance model
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    strong solution
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    existence
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    uniqueness
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    continuity
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