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"Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps."

Lingjiong Zhu (2014)

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DOI: 10.1017/S002190020001161X

access: closed

type: Journal Article

metadata version: 2020-04-16

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Lingjiong Zhu:
Limit Theorems for a Cox-Ingersoll-Ross Process with Hawkes Jumps. J. Appl. Probab. 51(3): 699-712 (2014)

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