On the distribution of extended CIR model (Q1726700)

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scientific article; zbMATH DE number 7026184
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English
On the distribution of extended CIR model
scientific article; zbMATH DE number 7026184

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    On the distribution of extended CIR model (English)
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    20 February 2019
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    ECIR model
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    noncentral chi-square
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    series representation
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