Work

Evaluating the Noncentral Chi-Square Distribution for the Cox-Ingersoll-Ross Process

Year: 2004

Type: article

Source: Computational Economics

DOI: 10.1023/b:csem.0000038840.58451.c9

Author: S. Dyrting

Institution: City University of Hong Kong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995057253

FWCI: 1.158

Cites: 31

Cited by: 32

Related to: 10