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Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chumpong, Kittisak, Mekchay, Khamron, Nualsri, Fukiat, Sutthimat, Phiraphat
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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