Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (Q466985)
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scientific article; zbMATH DE number 6363258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises |
scientific article; zbMATH DE number 6363258 |
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Small noise fluctuations of the CIR model driven by \(\alpha\)-stable noises (English)
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3 November 2014
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Cox-Ingersoll-Ross model
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\(\alpha\)-stable noises
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least squares estimator
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central limit theorem
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large deviations
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moderate deviations
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