Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1
Crossref DOI link: https://doi.org/10.1007/s00180-020-01040-9
Published Online: 2020-10-22
Published Print: 2021-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Takam Soh, Patrice
Kouassi, Eugene
Fadonougbo, Renaud
Kegnenlezom, Martin
Text and Data Mining valid from 2020-10-22
Version of Record valid from 2020-10-22
Article History
Received: 8 June 2019
Accepted: 6 October 2020
First Online: 22 October 2020