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2206.02137
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Approximating the first passage time density from data using generalized Laguerre polynomials
5 June 2022
E. Nardo
Giuseppe DÓnofrio
Tommaso Martini
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Papers citing
"Approximating the first passage time density from data using generalized Laguerre polynomials"
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Title
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