"Estimation of a CIR process with jumps using a closed form approximation ..."

Patrice Soh Takam et al. (2021)

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DOI: 10.1007/S00180-020-01040-9

access: closed

type: Journal Article

metadata version: 2021-05-20

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  - https://dblp.org/rec/journals/cstat/TakamKFK21
Patrice Soh Takam, Eugene Kouassi, Renaud Fadonougbo, Martin Kegnenlezom:
Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1. Comput. Stat. 36(2): 1153-1176 (2021)

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