On stability of the Markov-modulated skew CIR process (Q899651)

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On stability of the Markov-modulated skew CIR process
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    title
    On stability of the Markov-modulated skew CIR process (English)
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    author
    Guangli Xu
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    Yong Jin Wang
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    publication date
    30 December 2015
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    zbMATH Keywords
    skew CIR
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    Markov-modulated
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    stationary distribution
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    Identifiers

    zbMATH DE Number
    6524715
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