A Note on the Loss of the Martingale Property under the CEV Process
Event Title
VI Workshop on Computational Data Analysis and Numerical Methods
Year (definitive publication)
2019
Language
English
Country
Portugal
More Information
--
Web of Science®
This publication is not indexed in Web of Science®
Scopus
This publication is not indexed in Scopus
Google Scholar
This publication is not indexed in Google Scholar
Abstract
--
Acknowledgements
--
Keywords