Pages that link to "Item:Q1768381"
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The following pages link to Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process (Q1768381):
Displaying 12 items.
- Dynamic nonpoint-source pollution control policy: ambient transfers and uncertainty (Q608900) (← links)
- A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
- A method for computing the transition probability density associated with a multifactor Cox-Ingersoll-Ross model of the term structure of interest rates with no drift term (Q1005306) (← links)
- Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
- Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
- Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
- Asymptotic approximations for pricing derivatives under mean-reverting processes (Q2816960) (← links)
- Chi-square simulation of the CIR process and the Heston model (Q2841330) (← links)
- Numerical evaluation of complex logarithms in the Cox–Ingersoll–Ross model (Q2855741) (← links)
- Algorithm 939 (Q5177206) (← links)
- On the computation of option prices and Greeks under the CEV model (Q5397428) (← links)
- Statistical inference for stochastic differential equations (Q6602008) (← links)
