Some characterizations for the CIR model with Markov...

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Some characterizations for the CIR model with Markov switching

Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, Zhenjiang
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Journal:
Stochastics and Dynamics
DOI:
10.1142/S0219493721500222
Date:
September, 2020
File:
PDF, 388 KB
2020
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