A note on ergodicity for CIR model with Markov switching (Q5082619)
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scientific article; zbMATH DE number 7545616
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on ergodicity for CIR model with Markov switching |
scientific article; zbMATH DE number 7545616 |
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A note on ergodicity for CIR model with Markov switching (English)
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21 June 2022
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Cox-Ingersoll-Ross (CIR) model
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Markov chain
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stationary distribution
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