On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the transition density and first hitting time distributions of the doubly skewed CIR process |
scientific article |
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On the transition density and first hitting time distributions of the doubly skewed CIR process (English)
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9 November 2021
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doubly skewed CIR process
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transition density
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first hitting time
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spectral expansion
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