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- convergence rates for strong numerical approximations of Cox-Ingersoll-Ross processes and squared Bessel processes 2019-01-18 Paper Weak convergence rates for temporal...10 bytes (17 words) - 22:43, 10 December 2023
- axis when $a\to 1$ 2020-05-12 Paper The running maximum of the Cox-Ingersoll-Ross process with some properties of the Kummer function 2020-04-22 Paper Uniform...10 bytes (19 words) - 08:04, 9 December 2023
- Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries 2014-03-25 Paper Branching...10 bytes (17 words) - 02:58, 7 October 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 Cox–Ingersoll–Ross Model 2005-01-18 Paper Sequential control of non-stationary processes by nonparametric kernel control...10 bytes (18 words) - 16:34, 27 February 2024
- jump-diffusion models 2017-04-27 Paper Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections 2015-06-24 Paper A closed form...10 bytes (17 words) - 18:08, 12 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
- inhomogeneous Cox-Ingersoll-Ross diffusion with jumps 2009-06-10 Paper Estimating discontinuous periodic signals in a non-time homogeneous diffusion process 2009-03-29...10 bytes (16 words) - 20:03, 9 December 2023
- in spectrally one-sided Lévy processes 2015-07-21 Paper Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model 2015-05-27 Paper Stochastic...10 bytes (16 words) - 17:57, 8 December 2023
- 2019-07-17 Paper A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model 2019-06-18 Paper Transfer of regularity for Markov...10 bytes (16 words) - 16:16, 9 December 2023
- MEAN-VARIANCE ANALYSIS 2010-09-02 Paper Irreversible investment with Cox-Ingersoll-Ross type mean reversion 2010-06-11 Paper A stochastic differential Fishery...10 bytes (17 words) - 07:00, 12 December 2023
- 2020-10-27 Paper Harnack and super poincaré inequalities for generalized Cox-Ingersoll-Ross model 2020-07-21 Paper Iterative acceleration methods with second-order...10 bytes (16 words) - 20:04, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q3051731 2010-11-05 Paper The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate...10 bytes (16 words) - 10:40, 7 October 2023
- 2020-01-02 Paper A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model 2019-06-18 Paper Pricing Ratchet Equity-Indexed...10 bytes (16 words) - 02:00, 7 October 2023
- matters 2016-10-05 Paper Gaussian estimation for discretely observed Cox–Ingersoll–Ross model 2016-08-29 Paper https://portal.mardi4nfdi.de/entity/Q2917889...10 bytes (16 words) - 15:40, 6 October 2023
- Hedging for Volatility Derivatives 2008-04-29 Paper Wiener chaos and the Cox–Ingersoll–Ross model 2007-10-30 Paper A note on log-optimal portfolios in exponential...10 bytes (18 words) - 03:20, 25 September 2023
- 2016-09-13 Paper Change detection in the Cox-Ingersoll-Ross model 2016-09-06 Paper Asymptotic properties of maximum-likelihood estimators for Heston models based...10 bytes (17 words) - 19:36, 8 December 2023
- Equations 2023-11-24 Paper Free CIR processes 2022-11-14 Paper Fractional Lévy Cox-Ingersoll-Ross and Jacobi processes 2019-02-20 Paper Modellierung derivater...10 bytes (16 words) - 00:26, 13 December 2023
- with quadratic potential 2020-09-29 Paper Some Bernstein processes similar to Cox–Ingersoll–Ross ones 2020-01-31 Paper Call option on the maximum of the...10 bytes (16 words) - 02:29, 7 October 2023
