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Free CIR processes - MaRDI portal

Free CIR processes (Q5049882)

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scientific article; zbMATH DE number 7616126
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English
Free CIR processes
scientific article; zbMATH DE number 7616126

    Statements

    title
    Free CIR processes (English)
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    author
    H. Graf
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    Henry Port
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    Georg Schlüchtermann
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    publication date
    14 November 2022
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    zbMATH Keywords
    free probability
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    CIR
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    volatility
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    stochastic differential equations
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    stochastic processes
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    46L54
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    65C30
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    zbMATH DE Number
    7616126
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    arXiv ID
    1912.11714
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