Strong Solutions and Positivity of the CIR3 Model
Preprint in SSRN Electronic Journal (January 2024)
The most recent citing publications are shown below. View all 62 publications that cite this research output on Dimensions.
On the ergodicity of a three-factor CIR model
Preprint in arXiv (July 2023)
Matrix Approach to Finding Recurrent State Equilibrium of State-based Games
Conference proceeding (July 2023)