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- 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) - 17:56, 6 October 2023
- path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process 2022-01-25 Paper Analytically pricing variance swaps in commodity...10 bytes (16 words) - 06:12, 25 September 2023
- approximation of the Cox–Ingersoll–Ross process 2017-06-07 Paper Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes 2017-01-20 Paper...10 bytes (16 words) - 00:53, 10 December 2023
- Paper An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process 2017-06-07 Paper The Order Barrier for Strong Approximation of...10 bytes (17 words) - 22:14, 9 December 2023
- Paper An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process 2017-06-07 Paper Iterative Particle Approximation for McKean-Vlasov...10 bytes (16 words) - 16:59, 11 December 2023
- Carlo method 2022-09-05 Paper Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations 2021-06-22 Paper Asymptotic behavior...10 bytes (18 words) - 10:40, 6 October 2023
- rate model 2024-04-18 Paper An adaptive splitting method for the Cox-Ingersoll-Ross process 2023-06-20 Paper Strong convergence of an adaptive time-stepping...10 bytes (19 words) - 11:38, 9 December 2023
- forecast data 2021-12-10 Paper Local asymptotic properties for Cox‐Ingersoll‐Ross process with discrete observations 2021-06-22 Paper Asymptotic behavior...10 bytes (16 words) - 10:40, 6 October 2023
- binomial order avalanches 2020-07-15 Paper The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function 2020-04-22 Paper Geometric...10 bytes (16 words) - 13:17, 7 October 2023
- Date of Publication Type An adaptive splitting method for the Cox-Ingersoll-Ross process 2023-06-20 Paper Strong convergence of an adaptive time-stepping...10 bytes (17 words) - 18:06, 6 October 2023
- properties of a fractional Cox–Ingersoll–Ross process 2019-03-05 Paper Method of Moments for Exit Probabilities of Gaussian Vector Processes From a Large Region...10 bytes (19 words) - 22:31, 9 December 2023
- Publication Date of Publication Type Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching 2020-09-01 Paper...10 bytes (16 words) - 08:27, 25 September 2023
- Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries 2014-03-25 Paper Randomized...10 bytes (16 words) - 08:37, 7 October 2023
- Date of Publication Type The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching 2022-01-24 Paper Stationary distribution...10 bytes (16 words) - 03:07, 25 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) - 09:01, 6 October 2023
- regarding the interest rate generated by the time fractional Cox-Ingersoll-Ross processes 2023-07-13 Paper Robust Bayesian approach to logistic regression...10 bytes (16 words) - 00:50, 28 December 2023
- Asymptotics for a Class of Self-Exciting Point Processes 2014-12-11 Paper Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps 2014-10-15 Paper Optimal...10 bytes (16 words) - 13:03, 6 October 2023
- with jumps 2022-03-21 Paper The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching 2022-01-24 Paper Convergence, boundedness...10 bytes (17 words) - 17:51, 9 December 2023
- under bid–ask spreads 2020-05-14 Paper The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function 2020-04-22 Paper Moment...10 bytes (16 words) - 04:09, 25 September 2023
- Horizon for Stochastic Processes with Regime-Switching 2021-03-11 Paper Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching...10 bytes (17 words) - 15:07, 10 December 2023
