The sub-fractional CEV model (Q2068536)
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scientific article; zbMATH DE number 7459887
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The sub-fractional CEV model |
scientific article; zbMATH DE number 7459887 |
Statements
The sub-fractional CEV model (English)
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19 January 2022
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sub-fractional Brownian motion
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CEV model
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option pricing
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sub-fractional Fokker-Planck
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long-range dependence
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econophysics
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0.9238379
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0.86588573
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0.8595787
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0.8562742
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0.85272217
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0.8491943
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0.8400436
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