Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching |
scientific article |
Statements
Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (English)
0 references
1 September 2020
0 references
regime switching
0 references
heavy tail
0 references
light tail
0 references
ergodicity
0 references
0 references
0 references
