On stability of the Markov-modulated skew CIR process (Q899651)
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scientific article; zbMATH DE number 6524715
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| English | On stability of the Markov-modulated skew CIR process |
scientific article; zbMATH DE number 6524715 |
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On stability of the Markov-modulated skew CIR process (English)
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30 December 2015
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skew CIR
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Markov-modulated
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stationary distribution
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0.87448454
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0.8622798
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0.86170244
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0.86052495
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0.85972226
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