M. du Roy de Chaumaray
From MaRDI portal
Person:4684957
Available identifiers
zbMath Open du-roy-de-chaumaray.mMaRDI QIDQ4684957
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| Sharp Large Deviations for the Drift 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 Deviations for the Squared Radial Ornstein--Uhlenbeck Process | 2017-10-16 | Paper |
Research outcomes over time
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