MODELING PRIVATE EQUITY FUNDS AND PRIVATE EQUITY COLLATERALISED FUND OBLIGATIONS (Q4653009): Difference between revisions

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+Two singular diffusion problems
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+Q3959169
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+Bessel diffusions as a one-parameter family of diffusion processes
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+SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
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+A Theory of the Term Structure of Interest Rates
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+Q3923307
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+A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
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+Likelihood Inference for Discretely Observed Nonlinear Diffusions
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+Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes
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