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

LIU Bowen, ZHANG Jing, CHEN Xiaopeng

PDF(1172 KB)
PDF(1172 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2024, Vol. 40 ›› Issue (1) : 1-17. DOI: 10.3969/j.issn.1001-4268.2024.01.001
article

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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2024, 40(1): 1-17 https://doi.org/10.3969/j.issn.1001-4268.2024.01.001

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1172 KB)

Accesses

Citation

Detail
Sections
Recommended
Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
Tel: 021-54345267　Fax: 021-54345058　E-mail: aps@stat.ecnu.edu.cn
Powered by Beijing Magtech Co. Ltd.

/

〈 〉