Moderate deviations and central limit theorem for positive diffusions (Q255538)
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scientific article; zbMATH DE number 6552515
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| English | Moderate deviations and central limit theorem for positive diffusions |
scientific article; zbMATH DE number 6552515 |
Statements
Moderate deviations and central limit theorem for positive diffusions (English)
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9 March 2016
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central limit theorem
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moderate deviations
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positive diffusions
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CEV model
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CIR model
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0.7678768634796143
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0.7646516561508179
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0.7618359923362732
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0.754132866859436
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0.7394487857818604
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