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20182026
most citedModeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach

2 citations · 4 across the 6 of their papers we have counts for

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math.PR2023

On the ergodicity of a three-factor CIR model

Giacomo Ascione, Michele Bufalo, Giuseppe Orlando

This study introduces the CIR3 model, a three-factor model characterized by stochastic and correlated trends and volatilities. The paper focuses on establishing the Wasserstein erg…