Wiener chaos and the Cox-Ingersoll-Ross model

Proceedings Mathematical Physical & Engineering Sciences 2005 / 02 Vol. 461; Iss. 2054

Wiener chaos and the Cox-Ingersoll-Ross model

Grasselli, M. R., Hurd, T. R.
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Volume:
461
Language:
english
Journal:
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
DOI:
10.1098/rspa.2004.1366
Date:
February, 2005
File:
PDF, 423 KB
english, 2005
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