"A jump to default extended CEV model: an application of Bessel processes."

Peter Carr, Vadim Linetsky (2006)

> Home

Details and statistics

DOI: 10.1007/S00780-006-0012-6

access: closed

type: Journal Article

metadata version: 2020-07-22

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fs/CarrL06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/fs/CarrL06
Peter Carr, Vadim Linetsky:
A jump to default extended CEV model: an application of Bessel processes. Finance Stochastics 10(3): 303-330 (2006)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.