Open AccessExplicit Formula for Conditional Expectations of Product of Polynomial and Exponential Function of Affine Transform of Extended Cox-Ingersoll-Ross Process
Author(s) -
Phiraphat Sutthimat,
Khamron Mekchay,
Sanae Rujivan
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1132/1/012083
Subject(s) - exponential function , affine transformation , mathematics , polynomial , product (mathematics) , cox–ingersoll–ross model , function (biology) , process (computing) , exponential polynomial , pure mathematics , computer science , mathematical analysis , economics , finance , geometry , evolutionary biology , biology , interest rate , operating system