Levy过程驱动下的反射Cox-Ingersoll-Ross利率模型的平稳性
胡少勇, 陈守婷
Levy过程驱动下的反射Cox-Ingersoll-Ross利率模型的平稳性
On the Stationary Property of a Reflected Cox-Ingersoll-Ross Interest Rate Model Driven by a Levy Process
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |