Work

Exact higher-order moments for linear non-homogeneous stochastic differential equation

Year: 2023

Type: article

Source: Model Assisted Statistics and Applications

DOI: 10.3233/mas-231435

Authors: Arsalane Chouaib Guidoum, Kamal Boukhetala

Institutions: University of Tamanghasset, University of Sciences and Technology Houari Boumediene

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4389946744

FWCI: 0.354

Cites: 12

Cited by: 2

Related to: 10