Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form formula for conditional moments of generalized nonlinear drift CEV process |
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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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