Some properties of doubly skewed CIR processes (Q891388)
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scientific article; zbMATH DE number 6509539
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| English | Some properties of doubly skewed CIR processes |
scientific article; zbMATH DE number 6509539 |
Statements
Some properties of doubly skewed CIR processes (English)
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17 November 2015
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doubly skewed CIR processes
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skew Brownian motion
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weak existence
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pathwise uniqueness
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stationary distribution
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first hitting time
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Laplace transform
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0.9139819741249084
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0.8371530771255493
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0.8138982057571411
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0.7987722754478455
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0.7589832544326782
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