Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox–Ingersoll–Ross process
| Autor: | Phiraphat Sutthimat, Sanae Rujivan, Khamron Mekchay, Udomsak Rakwongwan |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Research in the Mathematical Sciences. 9 |
| ISSN: | 2197-9847 2522-0144 |
| DOI: | 10.1007/s40687-021-00309-9 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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