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The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables

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Figure

Figure 1(a). Then, in order to examine the effect of we decrease its value to . In
Figure 1. Probability density vs. S= 0.2; (f) (c) 1 + S2: the dotted lines denote the distributions of the approximate shifted CEV process, and the solid lines show the exact results
Figure 2. Error vs. S110, 1 + S2: the error is calculated by subtracting the approximate estimate from the exact result
Figure 3. Probability density vs. S= 0.2; (f) (c) 1 − S2: the dotted lines denote the distributions of the approximate shifted CEV process, and the solid lines show the exact results
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