Some Properties of CIR Processes (Q5484536)
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scientific article; zbMATH DE number 5047805
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| English | Some Properties of CIR Processes |
scientific article; zbMATH DE number 5047805 |
Statements
Some Properties of CIR Processes (English)
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21 August 2006
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squared Bessel processes
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financial barrier options
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Cox-Ingersoll-Ros (CIR) processes
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first hitting times
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resolvent
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stock price process
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geometric Brownian motion
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radial Ornstein-Uhlenbeck process
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confluent hypergeometric functions
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0.7987722754478455
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0.7903003692626953
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0.7724575400352478
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0.767758309841156
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0.7675164341926575
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