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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scientific article; zbMATH DE number 7459239
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| English | The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options |
scientific article; zbMATH DE number 7459239 |
Statements
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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0.8068768978118896
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0.7948522567749023
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0.7908502817153931
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0.7858620882034302
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0.7853831052780151
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