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  1. 1
    On the Transition Density of the Time-Inhomogeneous 3/2 Model: A Unified Approach for Models Related to Squared Bessel Process

    On the Transition Density of the Time-Inhomogeneous 3/2 Model: A Unified Approach for Models Related to Squared Bessel Process by Rattiya Meesa, Ratinan Boonklurb, Phiraphat Sutthimat

    Published 2025-06-01
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  2. 2
    An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications

    An Analytical Formula for the Transition Density of a Conic Combination of Independent Squared Bessel Processes with Time-Dependent Dimensions and Financial Applications by Nopporn Thamrongrat, Chhaunny Chhum, Sanae Rujivan, Boualem Djehiche

    Published 2025-06-01
    Subjects: “…squared Bessel process…”
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