Finite maturity caps and floors on continuous flows under the constant elasticity of variance process (Q6586283)
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scientific article; zbMATH DE number 7895476
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| English | Finite maturity caps and floors on continuous flows under the constant elasticity of variance process |
scientific article; zbMATH DE number 7895476 |
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Finite maturity caps and floors on continuous flows under the constant elasticity of variance process (English)
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13 August 2024
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finance
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caps and floors
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CEV model
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Bessel process
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square-root process
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