Local asymptotic properties for the growth rate of a jump-type CIR process (Q6314879)

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scientific article; zbMATH DE number 900372792
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Local asymptotic properties for the growth rate of a jump-type CIR process
scientific article; zbMATH DE number 900372792

    Statements

    publication date
    28 February 2019
    0 references
    arXiv ID
    1903.00358
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    arXiv classification
    math.PR
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    author
    Mohamed Ben Alaya
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    Ahmed Kebaier
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    Gyula Pap
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    Ngoc Khue Tran
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