The following pages link to AS 275 (Q26115):
Displaying 12 items.
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- An efficient algorithm for computing quantiles of the noncentral chi-squared distribution. (Q1277685) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process (Q1768381) (← links)
- On the computation of the noncentral beta distribution (Q1896197) (← links)
- Functionals of multidimensional diffusions with applications to finance (Q1956383) (← links)
- The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation (Q2208403) (← links)
- Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
- A comparison of efficient approximations for a weighted sum of chi-squared random variables (Q2628891) (← links)
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance (Q3652697) (← links)
- Volatility skews and extensions of the Libor market model (Q4541584) (← links)
- Refined normal approximations for the central and noncentral chi-square distributions and some applications (Q5095848) (← links)
