The following pages link to Phiraphat Sutthimat (Q2060663):
Displayed 5 items.
- Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes (Q2060664) (← links)
- Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process (Q2071035) (← links)
- Closed-form solutions of general second order linear recurrences and applications (Q2092430) (← links)
- Closed-form formula for conditional moments of generalized nonlinear drift CEV process (Q2671852) (← links)
- A unified approach to derive explicit solutions of generalized second-order linear recurrences and applications (Q6184536) (← links)