On the distribution of extended CIR model (Q1726700)

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On the distribution of extended CIR model
scientific article

    Statements

    title
    On the distribution of extended CIR model (English)
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    author
    Qidi Peng
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    Henry Schellhorn
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    publication date
    20 February 2019
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    zbMATH Keywords
    ECIR model
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    noncentral chi-square
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    series representation
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60G50
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    60G12
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    zbMATH DE Number
    7026184
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