Central limit theorem and moderate deviation principle for CKLS model with small random perturbation (Q2018611)
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scientific article; zbMATH DE number 6419254
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| English | Central limit theorem and moderate deviation principle for CKLS model with small random perturbation |
scientific article; zbMATH DE number 6419254 |
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Central limit theorem and moderate deviation principle for CKLS model with small random perturbation (English)
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24 March 2015
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central limit theorem
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moderate deviation principle
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CKLS model
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small perturbation
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