Cai, Yujie; Wang, Shaochen - In: Statistics & Probability Letters 98 (2015) C, pp. 6-11
In this paper, we study the asymptotic behavior of randomly perturbed Chan–Karolyi–Longstaff–Sanders (CKLS) model with small parameter ε. When ε→0, the central limit theorem and moderate deviation principle for the solution of randomly perturbed CKLS model are obtained.
