Central limit theorem and moderate deviation principle for CKLS model with small random perturbation
| Year of publication: |
2015
|
|---|---|
| Authors: | Cai, Yujie ; Wang, Shaochen |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 98.2015, C, p. 6-11
|
| Publisher: |
Elsevier |
| Subject: | CKLS model | Small perturbation | Central limit theorem | Moderate deviation principle |