The explicit solution and precise distribution of CKLS model under Girsanov transform (Q6255345)
From MaRDI portal
scientific article; zbMATH DE number 900188080
Language | Label | Description | Also known as |
---|---|---|---|
English | The explicit solution and precise distribution of CKLS model under Girsanov transform |
scientific article; zbMATH DE number 900188080 |
Statements
9 October 2014
0 references
math.PR
0 references