Some characterizations for the CIR model with Markov switching (Q5157726)
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scientific article; zbMATH DE number 7411731
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some characterizations for the CIR model with Markov switching |
scientific article; zbMATH DE number 7411731 |
Statements
Some characterizations for the CIR model with Markov switching (English)
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20 October 2021
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Cox-Ingersoll-Ross (CIR) model
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Markov chain
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covariance function
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