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Modern Stochastics: Theory and Applications


Cited by 1
Functional limit theorems for additive and multiplicative schemes in the Cox–Ingersoll–Ross model

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1080/03610926.2020.1866611
Journal:  Communications in Statistics - Theory and Methods Volume 51, Issue 19 (2022), p. 6818


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