Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process
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Publication:1768381
DOI10.1023/B:CSEM.0000038840.58451.c9zbMath1059.62013MaRDI QIDQ1768381
Publication date: 15 March 2005
Published in: Computational Economics (Search for Journal in Brave)
Bessel function seriesconditional distributionnon-central chi-square distributionCox-Ingersoll-Ross processanalytic approximationseries of gamma functions
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