![](/img/cover-not-exists.png)
Some characterizations for the CIR model with Markov switching
Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, ZhenjiangJournal:
Stochastics and Dynamics
DOI:
10.1142/S0219493721500222
Date:
September, 2020
File:
PDF, 388 KB
2020