Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (Q514947)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals |
scientific article |
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Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (English)
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9 March 2017
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Ornstein-Uhlenbeck process
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quadratic Brownian functionals
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Fredholm expansions and equations
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Volterra operators
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Cox-Ingersoll-Ross model
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bond pricing
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