Results on the CEV Process, Past and Present
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Elsevier BV
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1. Liquidation risk in insurance under contemporary regulatory frameworks;Insurance: Mathematics and Economics;2020-07
2. References;The Handbook of Hybrid Securities;2014-05-02
3. Implied Volatility in Models Without Moment Explosions;Springer Finance;2012
4. Analytical Approximation of the Transition Density in a Local Volatility Model;SSRN Electronic Journal;2011
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