Orthogonal gamma-based expansion for the CIR's first passage time distribution
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Orthogonal gamma-based expansion for the CIR's first passage time distribution (scientific article from arXiv)
Orthogonal gamma-based expansion for the CIR's first passage time distribution (scientific article from arXiv)
Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10) Computational methods for problems pertaining to probability theory (60-08) General theory of stochastic processes (60G07) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic models, generic numerical methods in probability and statistics (65C20)
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