Jump-diffusion Cox-Ingersoll-Ross model (Q4688930)
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scientific article; zbMATH DE number 6961763
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump-diffusion Cox-Ingersoll-Ross model |
scientific article; zbMATH DE number 6961763 |
Statements
22 October 2018
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interest rate
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Cox-Ingersoll-Ross model
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jump-diffusion stochastic process
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Laplace inversion
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Bayesian estimation
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0.7520163059234619
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0.748816728591919
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0.737800657749176
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0.7372245788574219
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0.7365539073944092
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