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Approximating the first passage time density from data using generalized
  Laguerre polynomials

Approximating the first passage time density from data using generalized Laguerre polynomials

5 June 2022
E. Nardo
Giuseppe DÓnofrio
Tommaso Martini
ArXiv (abs)PDFHTML

Papers citing "Approximating the first passage time density from data using generalized Laguerre polynomials"

1 / 1 papers shown
Title
Orthogonal gamma-based expansion for the CIR's first passage time
  distribution
Orthogonal gamma-based expansion for the CIR's first passage time distribution
E. Nardo
Giuseppe DÓnofrio
Tommaso Martini
54
1
0
01 Feb 2024
1