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
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