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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Bibliografiske detaljer
Udgivet i:	Mathematics vol. 13, no. 13 (2025), p. 2106-2139
Hovedforfatter:	Thamrongrat Nopporn
Andre forfattere:	Chhaunny, Chhum, Rujivan Sanae, Djehiche Boualem
Udgivet:	MDPI AG
Fag:	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
Online adgang:	Citation/Abstract Full Text + Graphics Full Text - PDF
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