has been cited by the following article(s):
[1]
|
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Algorithmic Finance,
2023
DOI:10.3233/AF-220467
|
|
|
[2]
|
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model
Algorithmic Finance,
2023
DOI:10.3233/AF-220467
|
|
|
[3]
|
Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes
Model Assisted Statistics and Applications,
2023
DOI:10.3233/MAS-221427
|
|
|
[4]
|
Berry–Esseen Bounds of the Quasi Maximum Likelihood Estimators for the Discretely Observed Diffusions
AppliedMath,
2022
DOI:10.3390/appliedmath2010003
|
|
|
[5]
|
Parameter Estimation in Stochastic Volatility Models
2022
DOI:10.1007/978-3-031-03861-7_1
|
|
|