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Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump
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    Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (English)
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    26 June 2007
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    Bessel functions
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    Bessel-squared processes with jumps
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    CIR processes
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    Markov processes
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    resolvent
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    zero coupon bonds
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