Limit Theorems for an Extended CIR Process with Time-Dependent Coefficients and Hawkes Jumps
Year of publication: |
2022
|
---|---|
Authors: | Wang, Ying-Li ; He, Ping |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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