On the distribution of extended CIR model
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Publication:1726700
DOI10.1016/j.spl.2018.06.011zbMath1407.60082OpenAlexW2810236798WikidataQ129575178 ScholiaQ129575178MaRDI QIDQ1726700
Publication date: 20 February 2019
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2018.06.011
General second-order stochastic processes (60G12) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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