SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION (Q4226856): Difference between revisions

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+https://doi.org/10.1111/j.1467-9965.1996.tb00113.x
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+ON CONTINUOUS MARTINGALES
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+Q2760402
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+Two singular diffusion problems
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+BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+A decomposition of Bessel Bridges
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+Q3997782
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+Bessel diffusions as a one-parameter family of diffusion processes
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