A Generalised CIR Process with Externally-Exciting and...

Risks 2019 / 10 Vol. 7; Iss. 4

A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance

Dassios, Angelos, Jang, Jiwook, Zhao, Hongbiao
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Volume:
7
Language:
english
Journal:
Risks
DOI:
10.3390/risks7040103
Date:
October, 2019
File:
PDF, 544 KB
english, 2019
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