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"Simulation of the CEV process and the local martingale property."

Alan E. Lindsay, D. R. Brecher (2012)

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DOI: 10.1016/J.MATCOM.2011.12.006

access: closed

type: Journal Article

metadata version: 2020-03-04

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Alan E. Lindsay, D. R. Brecher:
Simulation of the CEV process and the local martingale property. Math. Comput. Simul. 82(5): 868-878 (2012)

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