Constant elasticity of variance models with target zones (Q2164570)
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scientific article; zbMATH DE number 7571812
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| English | Constant elasticity of variance models with target zones |
scientific article; zbMATH DE number 7571812 |
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Constant elasticity of variance models with target zones (English)
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15 August 2022
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reflected CEV process
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target zone
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transition density
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spectral expansion
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Whittaker function
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