Prykhodko, O.Ralchenko, Kostiantyn2024-06-172024-06-172024Prykhodko O. D. Strong consistency of discrete estimators for drift parameters in the Cox-Ingersoll-Ross model / O. D. Prykhodko, K. V. Ralchenko // XII Всеукраїнська наукова конференцiя молодих математикiв, Київ, 9-11 травня 2024 р. : [збірник тез /оргком.: Глибовець А. М. та ін.] ; Нацiональний унiверситет Києво-Могилянська академiя" [та ін.]. - [Київ : б. в.], 2024. - C. 41-42.https://ekmair.ukma.edu.ua/handle/123456789/29833The Cox–Ingersoll–Ross model is important and popular. It is used in many areas, for example, in the pricing of interest rate derivatives and as a model of stochastic volatility. Thus parameter estimation is significant for the practical application of this model. We are interested in developing theoretical estimators for parameters (𝑎, 𝑏) when 𝜎 is known for models based on discrete observations. Additionally, we aim to explore how estimators designed for continuous data can be adapted for the case of discrete observations. Therefore in this study we investigate the discrete counterparts of the strongly consistent estimators introduced in [2, Theorem 5].enmodel of stochastic volatilitynew model for analyzing interest ratesstochastic differential equationconference abstractsConference materials