Hitting times for sticky skew CIR process
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Publication:6647788
DOI10.1080/17442508.2023.2255341MaRDI QIDQ6647788
Publication date: 3 December 2024
Published in: Stochastics (Search for Journal in Brave)
Probability distributions: general theory (60E05) Diffusion processes (60J60) Local time and additive functionals (60J55) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)
Cites Work
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