Work

Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance

Year: 2025

Type: article

Source: Stochastics and Dynamics

DOI: 10.1142/s0219493725500170

Authors: Shamiksha Pandey, Dharmaraja Selvamuthu

Institution: Indian Institute of Technology Delhi

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410414514

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Cites: 24

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Related to: 10