Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (Q514947): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.11650/tjm.19.2015.4072 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1760156264 / rank | |||
Normal rank | |||
Revision as of 18:12, 19 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
