activity
20152025
most citedOn the Itô-Alekseev-Gröbner formula for stochastic differential equations

5 citations · 19 across the 13 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

math.ST2025

Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations

Sara Mazzonetto, Benoît Nieto

We consider a continuous time process that is self-exciting and ergodic, called threshold Chan-Karolyi-Longstaff-Sanders (CKLS) process. This process is a generalization of various…