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Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion Journal article
Stochastic Analysis and Applications,2016, volume: 34, issue: 1, pages: 75-95
Authors:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
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Exponential ergodicity of the jump-diffusion CIR process Conference paper
Springer Proceedings in Mathematics and Statistics, Oslo, NORWAY, SEP, 2014
Authors:  Jin, Peng;  Rüdiger, Barbara;  Trabelsi, Chiraz
Favorite  |  View/Download:4/0  |  Submit date:2022/01/20