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"Orthogonal gamma-based expansion for the CIR's first passage time ..."
Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini (2024)
- Elvira Di Nardo, Giuseppe D'Onofrio, Tommaso Martini:
Orthogonal gamma-based expansion for the CIR's first passage time distribution. CoRR abs/2402.00833 (2024)
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