Simulation of the CEV process and the local martingale property (Q419443)
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scientific article; zbMATH DE number 6036534
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| default for all languages | No label defined |
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| English | Simulation of the CEV process and the local martingale property |
scientific article; zbMATH DE number 6036534 |
Statements
Simulation of the CEV process and the local martingale property (English)
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18 May 2012
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CEV process
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Bessel process
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local martingale
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0.7656850814819336
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0.7524859309196472
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0.7496461868286133
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0.7470190525054932
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0.7457284331321716
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