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

Bewaard in:

Bibliografische gegevens
Gepubliceerd in:	Mathematics vol. 13, no. 13 (2025), p. 2106-2139
Hoofdauteur:	Thamrongrat Nopporn
Andere auteurs:	Chhaunny, Chhum, Rujivan Sanae, Djehiche Boualem
Gepubliceerd in:	MDPI AG
Onderwerpen:	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 toegang:	Citation/Abstract Full Text + Graphics Full Text - PDF
Tags:	Voeg label toe Geen labels, Wees de eerste die dit record labelt!