The \(CEV\) model and its application to financial markets with volatility uncertainty

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Publication:724483

DOI10.1016/j.cam.2018.05.015zbMath1457.91394OpenAlexW2804217176MaRDI QIDQ724483

Shaoyong Lai, Weipeng Yuan

Publication date: 26 July 2018

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.05.015




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