The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function (Q6339240)

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scientific article; zbMATH DE number 900428402
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The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function
scientific article; zbMATH DE number 900428402

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    22 April 2020
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    math.PR
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    math.CA
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