Search results

From MaRDI portal
View ( | ) (20 | 50 | 100 | 250 | 500)
  • 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
  • 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
  • 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
  • preferences under nonlinear expectations 2022-12-13 Paper The Cox-Ingersoll-Ross process under volatility uncertainty 2022-11-11 Paper Stochastic representation...
    10 bytes (16 words) - 20:04, 24 September 2023
  • equations with applications 2023-08-02 Paper Large deviations for Cox-Ingersoll-Ross processes with state-dependent fast switching 2023-07-21 Paper Least squares...
    10 bytes (17 words) - 17:51, 9 December 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
  • Carlo method 2022-09-05 Paper Local asymptotic properties for CoxIngersollRoss process with discrete observations 2021-06-22 Paper Asymptotic behavior...
    10 bytes (18 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
  • forecast data 2021-12-10 Paper Local asymptotic properties for CoxIngersollRoss process with discrete observations 2021-06-22 Paper Asymptotic behavior...
    10 bytes (16 words) - 10:40, 6 October 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
  • approximation 2023-02-15 Paper High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids 2022-09-27 Paper Constrained overdamped...
    10 bytes (16 words) - 17:24, 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
  • convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model 2017-06-22 Paper Integral sliding mode control for robust stabilisation...
    10 bytes (16 words) - 09:59, 11 December 2023
  • the Parameters of a One-Factor CoxIngersollRoss Model 2005-01-18 Paper Sequential control of non-stationary processes by nonparametric kernel control...
    10 bytes (18 words) - 16:34, 27 February 2024
  • Paper Low-dimensional Cox-Ingersoll-Ross process 2023-03-22 Paper On a discrete approximation of a skew stable L\'{e}vy process 2023-02-14 Paper On a skew...
    10 bytes (18 words) - 03:09, 10 December 2023
  • properties of a fractional CoxIngersollRoss 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
  • 2011-03-11 Paper Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model 2010-10-29 Paper https://portal.mardi4nfdi.de/entity/Q3406323...
    10 bytes (17 words) - 00:42, 11 December 2023
  • 2022-06-21 Paper Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching 2022-03-22 Paper Randomized Parallel Algorithm...
    10 bytes (17 words) - 01:26, 11 December 2023
View ( | ) (20 | 50 | 100 | 250 | 500)