Exact Solution to CEV Model with Uncorrelated Stochastic...

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SSRN Electronic Journal 2014

Exact Solution to CEV Model with Uncorrelated Stochastic Volatility

Antonov, Alexandre, Konikov, Michael, Rufino, David, Spector, Michael
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Year:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2386731
File:
PDF, 434 KB
english, 2014
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