Pages that link to "Item:Q2671852"
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The following pages link to Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852):
Displaying 2 items.
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
- Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence (Q6567317) (← links)
