分数CIR过程统计行为的数值模拟

刘博文, 张静, 陈晓鹏

Numerical Simulation of Statistical Behavior for Fractional Cox-Ingersoll-Ross Process#br#

LIU Bowen, ZHANG Jing, CHEN Xiaopeng

应用概率统计 . 2024, (1): 1 -17 . DOI: 10.3969/j.issn.1001-4268.2024.01.001