Pages that link to "Item:Q891388"
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The following pages link to Some properties of doubly skewed CIR processes (Q891388):
Displaying 4 items.
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations (Q5077414) (← links)
