Pages that link to "Item:Q2801798"
From MaRDI portal
The following pages link to Exponential Ergodicity of the Jump-Diffusion CIR Process (Q2801798):
Displayed 6 items.
- Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations (Q1743339) (← links)
- Time-consistent mean-variance investment with unit linked life insurance contracts in a jump-diffusion setting (Q2234757) (← links)
- Orthogonal expansions for VIX options under affine jump diffusions (Q4554474) (← links)
- Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
- Moments and ergodicity of the jump-diffusion CIR process (Q5087038) (← links)
- Exponential ergodicity of an affine two-factor model based on the α-root process (Q5233204) (← links)