Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (Q514947): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals |
scientific article |
Statements
Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (English)
0 references
9 March 2017
0 references
Ornstein-Uhlenbeck process
0 references
quadratic Brownian functionals
0 references
Fredholm expansions and equations
0 references
Volterra operators
0 references
Cox-Ingersoll-Ross model
0 references
bond pricing
0 references
