Parametric Estimation and the CIR Model

Author
Saavedra, Eugenio

Full text
http://www.revistaproyecciones.cl/article/view/1228
10.4067/S0716-09172016000200005
Abstract
We study parametric estimation in the Cox-Ingersoll-Ross model and establish the stochastic differential equations for the parameters involved in it.
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