A Feynman-Kac type formula for a fixed delay CIR model

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Publication:5378408

DOI10.1080/07362994.2019.1592691zbMath1416.91384arXiv1806.00997OpenAlexW2964119916WikidataQ128121254 ScholiaQ128121254MaRDI QIDQ5378408

Federico Flore, Giovanna Nappo

Publication date: 12 June 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.00997




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