Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
Crossref DOI link: https://doi.org/10.1007/s11425-017-9392-5
Published Online: 2019-07-15
Published Print: 2020-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hou, Tongtong
Shao, Jinghai
Text and Data Mining valid from 2019-07-15
Version of Record valid from 2019-07-15
Article History
Received: 9 November 2017
Accepted: 23 July 2018
First Online: 15 July 2019