Gaussian estimation for discretely observed Cox-Ingersoll-Ross model (Q2817110)
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scientific article; zbMATH DE number 6620227
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| English | Gaussian estimation for discretely observed Cox-Ingersoll-Ross model |
scientific article; zbMATH DE number 6620227 |
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Gaussian estimation for discretely observed Cox–Ingersoll–Ross model (English)
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29 August 2016
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Gaussian estimation
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Euler-Maruyama scheme
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consistency
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numerical example
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0.8095210194587708
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0.7951123118400574
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0.7943276762962341
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