Distribution of the extremum of a mean-reverting square-root process over a finite time interval (Q1779945)
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scientific article; zbMATH DE number 2173718
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| English | Distribution of the extremum of a mean-reverting square-root process over a finite time interval |
scientific article; zbMATH DE number 2173718 |
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Distribution of the extremum of a mean-reverting square-root process over a finite time interval (English)
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2 June 2005
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0.87626797
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0.86331326
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0.8556559
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0.85311514
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0.8528402
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0.8489775
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