Pages that link to "Item:Q1641938"

The following pages link to Fractional Cox-Ingersoll-Ross process with non-zero ``mean'' (Q1641938):

Displaying 21 items.

• Fractional geometric mean-reversion processes (Q534760) (← links)
• Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes (Q1726711) (← links)
• Maximal inequalities for CIR processes (Q1877322) (← links)
• Time-changed fractional Ornstein-Uhlenbeck process (Q2197307) (← links)
• CEV model equipped with the long-memory (Q2226287) (← links)
• Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion (Q2309581) (← links)
• Fractional Cox-Ingersoll-Ross process with small Hurst indices (Q2326528) (← links)
• Generalisation of fractional Cox-Ingersoll-Ross process (Q2674613) (← links)
• Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
• Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation (Q5001562) (← links)
• The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process (Q5094465) (← links)
• Estimation of the Hurst index of the solutions of fractional SDE with locally Lipschitz drift (Q5132224) (← links)
• APPROXIMATING EXPECTED VALUE OF AN OPTION WITH NON-LIPSCHITZ PAYOFF IN FRACTIONAL HESTON-TYPE MODEL (Q5147996) (← links)
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
• Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847) (← links)
• Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
• Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes (Q6162783) (← links)
• (Q6182100) (← links)
• Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928) (← links)
• Interest rate derivatives for the fractional Cox-Ingersoll-Ross model (Q6597649) (← links)
• Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)