Pages that link to "Item:Q951922"

The following pages link to Computing discrete mixtures of continuous distributions: noncentral chisquare, noncentral \(t\) and the distribution of the square of the sample multiple correlation coefficient (Q951922):

Displaying 18 items.

• A jump to default extended CEV model: an application of Bessel processes (Q854279) (← links)
• Implementing Bayesian predictive procedures: the \(K\)-prime and \(K\)-square distributions (Q962308) (← links)
• Editorial: Advances in mixture models (Q1020196) (← links)
• Approximate arbitrage-free option pricing under the SABR model (Q1655765) (← links)
• Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral \(\chi^{2}\) random variable (Q1681278) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• A simple test for zero multiple correlation coefficient in high-dimensional normal data using random projection (Q2189584) (← links)
• A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
• Computing the noncentral gamma distribution, its inverse and the noncentrality parameter (Q2259089) (← links)
• Classes of elementary function solutions to the CEV model I (Q2315817) (← links)
• Computing the noncentral-\(F\) distribution and the power of the \(F\)-test with guaranteed accuracy (Q2358947) (← links)
• Pricing and static hedging of European-style double barrier options under the jump to default extended CEV model (Q4683115) (← links)
• Valuation of Bond Options Under the CIR Model: Some Computational Remarks (Q5261870) (← links)
• On the computation of option prices and Greeks under the CEV model (Q5397428) (← links)
• (Q5417179) (← links)
• Computing the noncentrality parameter to the distribution of the square of the sample multiple correlation coefficient (Q6066378) (← links)
• A (non-central) chi-squared mixture of non-central chi-squareds is (non-central) chi-squared and related results, corollaries and applications (Q6541812) (← links)
• Pricing levered warrants under the CEV diffusion model (Q6549859) (← links)