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Central limit theorem and moderate deviation principle for CKLS model with small random perturbation - MaRDI portal

Central limit theorem and moderate deviation principle for CKLS model with small random perturbation (Q2018611)

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scientific article; zbMATH DE number 6419254
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English
Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
scientific article; zbMATH DE number 6419254

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    Central limit theorem and moderate deviation principle for CKLS model with small random perturbation (English)
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    24 March 2015
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    central limit theorem
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    moderate deviation principle
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    CKLS model
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    small perturbation
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