Parameter estimation for Cox–Ingersoll–Ross process with two-sided reflections
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DOI: 10.1016/j.spl.2024.110352
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- Yuliya Mishura & Andrey Pilipenko & Kostiantyn Ralchenko, 2025. "Gatheral double stochastic volatility model with Skorokhod reflection," Papers 2505.09184, arXiv.org.
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