Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
نویسندگان
چکیده
منابع مشابه
A time inhomogenous Cox-Ingersoll-Ross diffusion with jumps
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ژورنال
عنوان ژورنال: Science China Mathematics
سال: 2019
ISSN: 1674-7283,1869-1862
DOI: 10.1007/s11425-017-9392-5