Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852)
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scientific article; zbMATH DE number 7537579
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| English | Closed-form formula for conditional moments of generalized nonlinear drift CEV process |
scientific article; zbMATH DE number 7537579 |
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Closed-form formula for conditional moments of generalized nonlinear drift CEV process (English)
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3 June 2022
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nonlinear drift CEV process
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ECIR process
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3/2-SVM
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conditional moment
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closed-form formula
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0.8917874
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0.8813655
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0.8409997
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0.83401686
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0.82392997
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0.8205445
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