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20142024
most citedCentral limit theorem for the multilevel Monte Carlo Euler method

35 citations · 41 across the 11 of their papers we have counts for

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math.ST2016

Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations

Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier +1

We consider a jump-type Cox--Ingersoll--Ross (CIR) process driven by a standard Wiener process and a subordinator, and we study asymptotic properties of the maximum likelihood esti…