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- affine processes 2020-07-03 Paper Exponential ergodicity of an affine two-factor model based on the α-root process 2019-09-16 Paper The Enskog process for...10 bytes (16 words) - 23:31, 12 December 2023
- for skew CIR processes 2016-04-12 Paper On stability of the Markov-modulated skew CIR process 2015-12-30 Paper Some properties of doubly skewed CIR processes...10 bytes (16 words) - 03:18, 7 October 2023
- Type Backward simulation methods for pricing American options under the CIR process 2018-11-19 Paper...10 bytes (16 words) - 12:27, 14 March 2024
- properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations 2019-05-15 Paper Karhunen-Loève...10 bytes (16 words) - 19:11, 9 December 2023
- equation 2022-10-18 Paper On backward Kolmogorov equation related to CIR process 2018-06-20 Paper...10 bytes (16 words) - 14:21, 28 January 2024
- 2) Model under dependent innovations 2022-07-04 Paper Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong...10 bytes (16 words) - 22:20, 24 September 2023
- Publication Date of Publication Type Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of...10 bytes (16 words) - 22:20, 24 September 2023
- species 2019-02-05 Paper Exponential Ergodicity of the Jump-Diffusion CIR Process 2016-04-22 Paper Positive Harris recurrence and exponential ergodicity...10 bytes (16 words) - 18:38, 24 September 2023
- properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations 2018-04-13 Paper https://portal...10 bytes (18 words) - 19:04, 24 September 2023
- Date of Publication Type Optimal starting–stopping and switching of a CIR process with fixed costs 2019-03-12 Paper Speculative futures trading under mean...10 bytes (17 words) - 17:49, 24 September 2023
- Moments and ergodicity of the jump-diffusion CIR process 2022-07-08 Paper Ergodicity of affine processes on the cone of symmetric positive semidefinite...10 bytes (16 words) - 20:19, 6 October 2023
- for a jump-type CIR process based on continuous time observations 2018-04-13 Paper Maximum likelihood estimation for Wishart processes 2016-10-12 Paper...10 bytes (16 words) - 10:40, 6 October 2023
- LIQUIDATION UNDER UNCERTAINTY 2014-09-25 Paper Parameter sensitivity of CIR process 2014-09-22 Paper MONOTONICITY OF PRICES IN HESTON MODEL 2013-07-24 Paper...10 bytes (20 words) - 16:55, 24 September 2023
- 2021-04-20 Paper Exit times, undershoots and overshoots for reflected CIR process with two-sided jumps 2020-08-28 Paper Finite element analysis of metatarsal...10 bytes (16 words) - 01:22, 25 September 2023
- a jump Markov process with no-shorting constraints 2019-03-18 Paper First passage time of a Markov chain that converges to Bessel process 2018-08-30 Paper...10 bytes (16 words) - 10:00, 6 October 2023
- T-junction for predicting thermal fluctuations 2010-03-09 Paper A note on the CIR process and the existence of equivalent martingale measures 2008-04-16 Paper...10 bytes (17 words) - 19:57, 13 December 2023
- Paper https://portal.mardi4nfdi.de/entity/Q5209114 2020-01-22 Paper Skew CIR process, conditional characteristic function, moments and bond pricing 2019-08-14...10 bytes (16 words) - 01:44, 7 October 2023
- approximation of CKLS and CEV processes by discrete random variables 2020-07-14 Paper On backward Kolmogorov equation related to CIR process 2018-06-20 Paper https://portal...10 bytes (17 words) - 15:00, 8 December 2023
- MULTISCALE STOCHASTIC VOLATILITY MODEL 2014-10-15 Paper TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING 2013-12-20 Paper...10 bytes (19 words) - 01:28, 12 December 2023
- spatial spread of cocoa black pod disease 2021-09-28 Paper Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong...10 bytes (18 words) - 22:20, 24 September 2023
