An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications

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Detalles Bibliográficos
Publicado en:	Mathematics vol. 13, no. 13 (2025), p. 2106-2139
Autor principal:	Thamrongrat Nopporn
Otros Autores:	Chhaunny, Chhum, Rujivan Sanae, Djehiche Boualem
Publicado:	MDPI AG
Materias:	Simulation Time dependence Transition probabilities Hypergeometric functions Stochastic processes Finance Physics Series expansion Mathematical analysis Random variables Brownian motion Monte Carlo simulation Formulas (mathematics) Probability theory Probability density functions Probability Stochastic models Euclidean space Interest rates
Acceso en línea:	Citation/Abstract Full Text + Graphics Full Text - PDF
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