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	Moments and ergodicity of the jump-diffusion CIR process 期刊论文 Stochastics,2019, 卷号: 91, 期号: 7, 页码: 974-997 作者: Jin, Peng; Kremer, Jonas; Rüdiger, Barbara 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/01/20 37A25 60J75 CIR model with jumps ergodicity exponential ergodicity Forster-Lyapunov function fractional moment Primary 60J25 Secondary 60J35
	A theoretical model of jump diffusion-mean reversion: Constant proportion portfolio insurance strategy under the presence of transaction cost and stochastic floor 期刊论文 Business Process Management Journal,2017, 卷号: 23, 期号: 3, 页码: 537-554 作者: Chakrabarty, Anindya; Luo, Zongwei; Dubey, Rameshwar; Jiang, Shan 收藏 \| 浏览/下载：12/0 \| 提交时间：2021/11/25 CIR CPPI Jump diffusion model Monte Carlo simulation Portfolio insurance Stochastic process
	Exponential ergodicity of the jump-diffusion CIR process 会议论文 Springer Proceedings in Mathematics and Statistics, Oslo, NORWAY, SEP, 2014 作者: Jin, Peng; Rüdiger, Barbara; Trabelsi, Chiraz 收藏 \| 浏览/下载：14/0 \| 提交时间：2022/01/20 Cir model with jumps Exponential ergodicity Forster-lyapunov functions Stochastic differential equations