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Journal of Probability and Statistics
Volume 2015, Article ID 513137, 20 pages
Research Article

Approximating Explicitly the Mean-Reverting CEV Process

Department of Mathematics, University of the Aegean, Karlovassi, 83 200 Samos, Greece

Received 2 September 2015; Revised 13 October 2015; Accepted 15 October 2015

Academic Editor: Steve Su

Copyright © 2015 N. Halidias and I. S. Stamatiou. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

N. Halidias and I. S. Stamatiou, “Approximating Explicitly the Mean-Reverting CEV Process,” Journal of Probability and Statistics, vol. 2015, Article ID 513137, 20 pages, 2015.