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"A note on ergodicity for CIR model with Markov switching."

Jinying Tong et al. (2021)

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DOI: 10.1080/03610918.2019.1584300

access: closed

type: Journal Article

metadata version: 2021-05-25

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  dblp key:
  - journals/cssc/TongMZL21
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  - https://dblp.org/rec/journals/cssc/TongMZL21
Jinying Tong, Qingting Meng, Zhenzhong Zhang, Yunfang Lu:
A note on ergodicity for CIR model with Markov switching. Commun. Stat. Simul. Comput. 50(5): 1445-1458 (2021)

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