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"Orthogonal gamma-based expansion for the CIR's first passage time ..."

Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini (2024)

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DOI: 10.48550/ARXIV.2402.00833

access: open

type: Informal or Other Publication

metadata version: 2024-02-14

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  dblp key:
  - journals/corr/abs-2402-00833
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  - https://dblp.org/rec/journals/corr/abs-2402-00833
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini:
Orthogonal gamma-based expansion for the CIR's first passage time distribution. CoRR abs/2402.00833 (2024)

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