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Simple Closed-Form Formulas for Conditional Moments of Inhomogeneous Nonlinear Drift Constant Elasticity of Variance Process.

Kittisak ChumpongRaywat TanadkithirunChanon Tantiwattanapaibul
Published in: Symmetry (2022)
Keyphrases
  • closed form
  • iterative procedure
  • closed form solutions
  • exponential family
  • feature extraction
  • special case
  • point correspondences
  • partition function