Work

Exact Solution to CEV Model with Uncorrelated Stochastic Volatility

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2386731

Authors: Alexandre Antonov, Michael Konikov, David Rufino, Michael Spector

Institution: Citigroup

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2120945818

Cites: 19

Cited by: 5

Related to: 10