A note on ergodicity for CIR model with Markov switching (Q5082619)
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scientific article; zbMATH DE number 7545616
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| default for all languages | No label defined |
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| English | A note on ergodicity for CIR model with Markov switching |
scientific article; zbMATH DE number 7545616 |
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A note on ergodicity for CIR model with Markov switching (English)
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21 June 2022
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Cox-Ingersoll-Ross (CIR) model
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Markov chain
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stationary distribution
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0.9189395308494568
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0.8716748356819153
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0.8715814352035522
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0.845464289188385
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0.8451724052429199
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