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- Paper Evaluating the noncentral chi-square distribution for the Cox-Ingersoll-Ross process 2005-03-15 Paper...10 bytes (16 words) - 08:08, 13 December 2023
- 2021-01-29 Paper Fractional Cox-Ingersoll-Ross process with small Hurst indices 2019-10-08 Paper Fractional Cox-Ingersoll-Ross process with non-zero ``mean 2018-06-20...10 bytes (18 words) - 14:21, 28 January 2024
- 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process 2021-03-31 Paper Calibration of a Hybrid Local-Stochastic Volatility...10 bytes (16 words) - 09:47, 24 September 2023
- of fractional Cox-Ingersoll-Ross process 2022-09-14 Paper Zeros of Gaussian power series, Hardy spaces and determinantal point processes 2021-12-24 Paper...10 bytes (18 words) - 14:08, 12 December 2023
- for time-changed Lévy processes via Mellin transform approach 2016-04-20 Paper Uniform approximation of the Cox-Ingersoll-Ross process 2016-02-12 Paper Affine...10 bytes (20 words) - 02:14, 10 December 2023
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process 2019-03-05 Paper...10 bytes (20 words) - 16:12, 6 October 2023
- Type Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations 2022-09-14 Paper Parameter estimation...10 bytes (16 words) - 02:41, 7 October 2023
- Publication Date of Publication Type Generalisation of fractional Cox-Ingersoll-Ross process 2022-09-14 Paper Zeros of Gaussian power series with dependent...10 bytes (18 words) - 10:00, 25 September 2023
- Parameter of the Explosive Cox--Ingersoll--Ross Process 2020-11-05 Paper Weighted least-squares estimation for the subcritical Heston process 2018-09-26 Paper Large...10 bytes (22 words) - 21:08, 26 December 2023
- path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process 2022-01-25 Paper Analytically pricing volatility swaps and volatility...10 bytes (16 words) - 22:51, 24 September 2023
- Mathematical Physics 2021-09-23 Paper Uniform approximation of the Cox–Ingersoll–Ross process via exact simulation at random times 2017-02-21 Paper Layer methods...10 bytes (18 words) - 16:00, 9 December 2023
- 2020-12-03 Paper Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach 2020-03-10 Paper...10 bytes (19 words) - 03:41, 25 September 2023
- Volterra processes with power-type kernels. I 2022-09-19 Paper Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous...10 bytes (19 words) - 19:11, 8 December 2023
- extended Cox-Ingersoll-Ross process 2022-01-25 Paper Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes 2021-12-13...10 bytes (16 words) - 23:43, 24 September 2023
- the one-dimensional squared Bessel process 2018-04-06 Paper Strong convergence rates for Cox-Ingersoll-Ross processes -- full parameter range 2017-12-12...10 bytes (16 words) - 04:37, 12 December 2023
- 1/2 convergence of full truncation Euler approximations to the Cox–Ingersoll–Ross process 2021-03-31 Paper A Numerical Scheme for the Quantile Hedging Problem...10 bytes (16 words) - 00:02, 10 December 2023
- Density estimates for jump diffusion processes 2022-03-03 Paper Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations 2021-06-22...10 bytes (18 words) - 13:43, 6 October 2023
- of fractional Cox-Ingersoll-Ross process 2022-09-14 Paper Zeros of Gaussian power series, Hardy spaces and determinantal point processes 2021-12-24 Paper...10 bytes (16 words) - 10:05, 6 October 2023
- Paper An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process 2017-06-07 Paper Time discretization of FBSDE with polynomial...10 bytes (16 words) - 16:59, 11 December 2023
- Gaussian process with nonlinear drift 2019-07-12 Paper Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process 2019-03-05...10 bytes (17 words) - 10:05, 6 October 2023
