A model specification test for nonlinear stochastic diffusions with delay
Author:
Funder
National Natural Science Foundation of China
Simons Foundation
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11203-024-09309-2.pdf
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3. Arriojas M, Hu Y, Mohammed SE, Pap G (2007) A delayed Black and Scholes formula. Stoch Anal Appl 25(2):471–492
4. Bao J, Wang FY, Yuan C (2020) Limit theorems for additive functionals of path-dependent SDEs. Discrete Contin Dyn Syst A 40(9):5173–5188
5. Benke JM, Pap G (2017) One-parameter statistical model for linear stochastic differential equation with time delay. Statistics 51(3):510–531
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