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"Gaussian estimation for discretely observed Cox-Ingersoll-Ross model."

Chao Wei, Huisheng Shu, Yurong Liu (2016)

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DOI: 10.1080/03081079.2015.1106740

access: closed

type: Journal Article

metadata version: 2020-08-20

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Chao Wei, Huisheng Shu, Yurong Liu:
Gaussian estimation for discretely observed Cox-Ingersoll-Ross model. Int. J. Gen. Syst. 45(5): 561-574 (2016)

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