Complete spectral characterization of the CEV operator across elasticity regimes with explicit links to no-arbitrage conditions via boundary behavior and positive harmonic functions.
Risken.Fokker-Planck equation
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.SP 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage
Complete spectral characterization of the CEV operator across elasticity regimes with explicit links to no-arbitrage conditions via boundary behavior and positive harmonic functions.