On stability of the Markov-modulated skew CIR process (Q899651)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stability of the Markov-modulated skew CIR process |
scientific article |
Statements
On stability of the Markov-modulated skew CIR process (English)
0 references
30 December 2015
0 references
skew CIR
0 references
Markov-modulated
0 references
stationary distribution
0 references
0 references
