Local asymptotic properties for the growth rate of a jump-type CIR process

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alaya, Mohamed Ben, Kebaier, Ahmed, Pap, Gyula, Tran, Ngoc Khue
Format:	Preprint
Published:	2019
Subjects:	Probability
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1903.00358