Pages that link to "Item:Q5338568"

The following pages link to Approximations to the non-central chi-square distribution (Q5338568):

Displaying 23 items.

• Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation (Q947921) (← links)
• Multivariate control charts: An optimizaton approach to the effective use and measurement of performance (Q1120943) (← links)
• An optimal design of multivariate control charts in the presence of multiple assignable causes (Q1120944) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183) (← links)
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
• CDF of non-central \(\chi^2\) distribution revisited. Incomplete hypergeometric type functions approach (Q2040157) (← links)
• New expression for CDF of \(\chi_{\nu}^{\prime 2}(\lambda)\) distribution and Marcum \(Q_1\) function (Q2124520) (← links)
• The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model (Q2246618) (← links)
• On new formulas for the cumulative distribution function of the noncentral chi-square distribution (Q2363003) (← links)
• Estimating doubly stochastic Poisson process with affine intensities by Kalman filter (Q2516623) (← links)
• A Revisit to Sample Size and Power Calculations for Testing Odds Ratio in Two Independent Binomials (Q2846464) (← links)
• A LOW-BIAS SIMULATION SCHEME FOR THE SABR STOCHASTIC VOLATILITY MODEL (Q2882692) (← links)
• Credit default swaps with and without counterparty and collateral adjustments (Q3145079) (← links)
• New representations of the noncentral chi-square density and cumulative (Q3675315) (← links)
• On the Computation of Non-Central Chi-Square Distribution Function (Q4019131) (← links)
• A simple approximation for the doubly noncentral t-distribution (Q4160236) (← links)
• On an efficient multiple time step Monte Carlo simulation of the SABR model (Q4555160) (← links)
• Incomplete Exponential and Hypergeometric Functions with Applications to the Non Central χ²-Distribution (Q4678831) (← links)
• Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions (Q4949638) (← links)
• Refined normal approximations for the central and noncentral chi-square distributions and some applications (Q5095848) (← links)
• COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS (Q5148005) (← links)
• On the computation of option prices and Greeks under the CEV model (Q5397428) (← links)