M. du Roy de Chaumaray
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Person:4684957
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Sharp Large Deviations for the Drift Parameter of the Explosive Cox--Ingersoll--Ross Process Theory of Probability & Its Applications | 2020-11-05 | Paper |
| Weighted least-squares estimation for the subcritical Heston process Journal of Applied Probability | 2018-09-26 | Paper |
| Large deviations for the squared radial Ornstein-Uhlenbeck process Theory of Probability & Its Applications | 2017-10-16 | Paper |
Research outcomes over time
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