On a discrete version of the CIR process (Q2846807)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a discrete version of the CIR process |
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On a discrete version of the CIR process (English)
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3 September 2013
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discrete-time Markov chains
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financial mathematics
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diffusion processes
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absorption problems
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hydrology
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gambler's ruin problem
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Cox-Ingersoll-Ross process
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