Complete spectral characterization of the CEV operator across elasticity regimes with explicit links to no-arbitrage conditions via boundary behavior and positive harmonic functions.
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2 Pith papers cite this work. Polarity classification is still indexing.
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A new scalable Taylor series method computes nonlinear balanced truncation models by approximating balancing transformations and yielding true nonlinear reduced-order models upon truncation.
citing papers explorer
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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.
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Nonlinear balanced truncation model reduction through scalable Taylor series
A new scalable Taylor series method computes nonlinear balanced truncation models by approximating balancing transformations and yielding true nonlinear reduced-order models upon truncation.