Work

The inverse Cox-Ingersoll-Ross process for parsimonious financial price modelling

Year: 2026

Type: article

Source: Quantitative Finance

DOI: 10.1080/14697688.2026.2687490

Authors: L. Lin, D. Sornette

Institutions: East China University of Science and Technology, University of Geneva, Southern University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Science, Technology and Innovation Commission of Shenzhen Municipality, Southern University of Science and Technology

Awards: G4849858260, G6537101675, 系统性风险实时预警与监控研究：基于信息流的动态多级网络建模

OpenAlex ID: W7170043264

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