The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching |
scientific article; zbMATH DE number 7462392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching |
scientific article; zbMATH DE number 7462392 |
Statements
The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (English)
0 references
24 January 2022
0 references
CIR process
0 references
jump-diffusion
0 references
regime-switching
0 references
heavy-tailed property
0 references
