Non central chi square distribution

Joined
9/19/14
Messages
52
Points
18
I know there is a way to get the non central chi square distribution in c language or some other computer software but I am interested in the maths behind it.
I am going through the book handbook of quantitative finance.
The book just has dedicated three/four pages but it is just a huge wall of maths and it doesnt explain any of the steps.
Does anyone have any papers or anyother resources that explain he whole process of computing the distribution and the cev call option formula?
Thanks
 
Back
Top Bottom