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Modern Stochastics: Theory and Applications


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Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations
Olena Dehtiar, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1080/03610926.2020.1866611
Journal  Communications in Statistics - Theory and Methods Volume 51, Issue 19 (2022), p. 6818


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