On the distribution of extended CIR model (Q1726700)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the distribution of extended CIR model
scientific article

    Statements

    On the distribution of extended CIR model (English)
    0 references
    0 references
    0 references
    20 February 2019
    0 references
    ECIR model
    0 references
    noncentral chi-square
    0 references
    series representation
    0 references
    0 references
    0 references

    Identifiers