The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (Q2070639)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching |
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The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching (English)
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24 January 2022
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CIR process
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jump-diffusion
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regime-switching
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heavy-tailed property
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