The spectral representation of Bessel processes with constant drift: applications in queueing and finance (Q4819461)
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scientific article; zbMATH DE number 2103369
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| English | The spectral representation of Bessel processes with constant drift: applications in queueing and finance |
scientific article; zbMATH DE number 2103369 |
Statements
The spectral representation of Bessel processes with constant drift: applications in queueing and finance (English)
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24 September 2004
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Bessel process
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pole-seeking Brownian Motion
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Coulomb potential
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spectral expansion
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heavy trafic limit
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CIR model
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(3/2)-model
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interest-rate model
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0.7515378594398499
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0.7493152022361755
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0.741848886013031
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0.7391470670700073
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0.7302940487861633
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