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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 91, 2019 - Issue 7: Hammamet Stochastic Analysis 2017
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Articles

Moments and ergodicity of the jump-diffusion CIR process

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Pages 974-997 | Received 19 Jan 2018, Accepted 28 Jan 2019, Published online: 08 Feb 2019

References

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