Memory-Modulated CIR Process with Discrete Delay Coefficients

Authors

Pathiranage Lochana Siriwardena, University of Indianapolis, Indianapolis, IN 46227, USAFollow
Harry Randolph Hughes, Southern Illinois University Carbondale, Carbondale, IL 62901, USAFollow
D. G. Wilathgamuwa, Montana State University Billings, Billings, MT 59101, USAFollow

Recommended Citation

Siriwardena, Pathiranage Lochana; Hughes, Harry Randolph; and Wilathgamuwa, D. G. (2020) "Memory-Modulated CIR Process with Discrete Delay Coefficients," Journal of Stochastic Analysis: Vol. 1: No. 2, Article 3.
DOI: 10.31390/josa.1.2.03
Available at: https://repository.lsu.edu/josa/vol1/iss2/3

DOI

10.31390/josa.1.2.03