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    Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimension

    Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with... by Sanae Rujivan, Athinan Sutchada, Kittisak Chumpong, Napat Rujeerapaiboon

    Published 2023-03-01
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