A cumulant approach for the first-passage-time problem of the Feller square-root process (Q2661059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cumulant approach for the first-passage-time problem of the Feller square-root process |
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A cumulant approach for the first-passage-time problem of the Feller square-root process (English)
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1 April 2021
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hitting times
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CIR model
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Laguerre series
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formal power series
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symbolic calculus
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