Chumpong, K.; Mekchay, K.; Nualsri, F.; Sutthimat, P.
Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics 2024, 12, 2667.
https://doi.org/10.3390/math12172667
AMA Style
Chumpong K, Mekchay K, Nualsri F, Sutthimat P.
Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics. 2024; 12(17):2667.
https://doi.org/10.3390/math12172667
Chicago/Turabian Style
Chumpong, Kittisak, Khamron Mekchay, Fukiat Nualsri, and Phiraphat Sutthimat.
2024. "Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing" Mathematics 12, no. 17: 2667.
https://doi.org/10.3390/math12172667
APA Style
Chumpong, K., Mekchay, K., Nualsri, F., & Sutthimat, P.
(2024). Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing. Mathematics, 12(17), 2667.
https://doi.org/10.3390/math12172667