"Closed-form formula for conditional moments of generalized nonlinear drift ..."

Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan (2022)

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DOI: 10.1016/J.AMC.2022.127213

access: closed

type: Journal Article

metadata version: 2023-08-28

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Phiraphat Sutthimat, Khamron Mekchay, Sanae Rujivan:
Closed-form formula for conditional moments of generalized nonlinear drift CEV process. Appl. Math. Comput. 428: 127213 (2022)

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