Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (Q6585928)
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scientific article; zbMATH DE number 7895230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process |
scientific article; zbMATH DE number 7895230 |
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Numerical simulation of statistical behavior for fractional Cox-Ingersoll-Ross process (English)
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12 August 2024
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CIR process
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OU process
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EM method
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fractional
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Brownian motion
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stochastic differential equation
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