The sub-fractional CEV model (Q2068536)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sub-fractional CEV model |
scientific article |
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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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