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Some characterizations for the CIR model with Markov switching Journal article
Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, Zhenjiang. Some characterizations for the CIR model with Markov switching[J]. Stochastics and Dynamics, 2020, 21(4), 2150022.
Authors:  Tong, Jinying;  Sun, Yaqin;  Zhang, Zhenzhong;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/1.1 | Submit date:2021/12/08
Covariance Function  Cox-ingersoll-ross (Cir) Model  Markov Chain