A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - Applied Mathematics and Computation, 2021 - Elsevier
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …
被引用次数：13 相关文章

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - arXiv preprint arXiv:2006.12073, 2020 - arxiv.org
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - APPLIED MATHEMATICS AND …, 2021 - iris.polito.it
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - arXiv e-prints, 2020 - ui.adsabs.harvard.edu
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - Applied Mathematics and Computation, 2021 - ideas.repec.org
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …
[PDF] researchgate.net

[PDF][PDF] A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - arXiv preprint arXiv:2006.12073, 2020 - researchgate.net
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, G D'Onofrio - APPLIED MATHEMATICS AND …, 2021 - iris.unito.it
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …

A cumulant approach for the first-passage-time problem of the Feller square-root process

E Di Nardo, DO Giuseppe - Applied Mathematics and …, 2021 - econpapers.repec.org
The paper focuses on an approximation of the first passage time probability density function
of a Feller stochastic process by using cumulants and a Laguerre-Gamma polynomial …