Some properties of doubly skewed CIR processes (Q891388)
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scientific article; zbMATH DE number 6509539
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some properties of doubly skewed CIR processes |
scientific article; zbMATH DE number 6509539 |
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Some properties of doubly skewed CIR processes (English)
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17 November 2015
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doubly skewed CIR processes
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skew Brownian motion
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weak existence
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pathwise uniqueness
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stationary distribution
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first hitting time
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Laplace transform
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