Change detection in the Cox-Ingersoll-Ross model (Q308414)
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scientific article; zbMATH DE number 6623675
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change detection in the Cox-Ingersoll-Ross model |
scientific article; zbMATH DE number 6623675 |
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Change detection in the Cox-Ingersoll-Ross model (English)
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6 September 2016
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change detection
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Cox-Ingersoll-Ross process
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Brownian bridge
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