Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model.
| Autor: | Chernova, Oksana1 (AUTHOR), Dehtiar, Olena1 (AUTHOR), Mishura, Yuliya1 (AUTHOR), Ralchenko, Kostiantyn1 (AUTHOR) kostiantynralchenko@knu.ua |
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| Zdroj: | Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 13, p4857-4879. 23p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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