AS 275
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swMATH14209MaRDI QIDQ26115FDOQ26115
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Cited In (12)
- The non-null limiting distribution of the generalized Baumgartner statistic based on the Fourier series approximation
- Volatility skews and extensions of the Libor market model
- Displaced Diffusion as an Approximation of the Constant Elasticity of Variance
- An efficient algorithm for computing quantiles of the noncentral chi-squared distribution.
- Approximate arbitrage-free option pricing under the SABR model
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- Functionals of multidimensional diffusions with applications to finance
- A jump to default extended CEV model: an application of Bessel processes
- Refined normal approximations for the central and noncentral chi-square distributions and some applications
- Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process
- On the computation of the noncentral beta distribution
- Classes of elementary function solutions to the CEV model I
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