Evaluating the noncentral chi-square distribution for the cox-ingersoll-ross process

Computational Economics

Volumn 24, Issue 1, 2004, Pages 35-50

  Dyrting, S ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Chi square distribution; Conditional distribution; Cox Ingersoll Ross

Indexed keywords

EID: 33747892940     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/B:CSEM.0000038840.58451.c9     Document Type: Article

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