Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1

Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 · UY1 Research Hub

Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (ouvre dans un nouvel onglet)