A progressive approach to solving a generalized CEV-type model by applying symmetry-invariant surface conditions
In this paper, we examine a type of constant elasticity of variance model that is subject to its terminal condition. We prove that certain transformations may be applied to obtain a simpler equation that has known solution processes. Four cases are obtained that play a role in specifying the many un...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2024-01-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.2024214?viewType=HTML |