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    Statements

    author
    Shaoyong Hu
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    Shou-Ting Chen
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    publication date
    6 January 2017
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    zbMATH Keywords
    reflected Cox-Ingersoll-Ross processes
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    short-term interest rate
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    Lévy processes
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    jump-diffusion model
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    local times
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    stationary distribution
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    Laplace transform
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    60G10
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    60G51
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    zbMATH DE Number
    6671438
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