Open AccessOn the Distribution of a Discrete Sample Path of a Square-Root Diffusion
Author(s) -
Michael B. Gordy
Publication year - 2012
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2012.12
Subject(s) - mathematics , square root , distribution (mathematics) , square (algebra) , joint probability distribution , combinatorics , mathematical analysis , moment generating function , path (computing) , diffusion , corollary , moment (physics) , gamma distribution , distribution function , multivariate statistics , multivariate normal distribution , random variable , statistics , geometry , physics , thermodynamics , classical mechanics , computer science , programming language