Squared Bessel processes and their applications to the square root interest rate model
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Publication:1421689
DOI10.1023/A:1024173313448zbMath1034.60074OpenAlexW102245012MaRDI QIDQ1421689
Publication date: 3 February 2004
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1024173313448
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