Arbitrary Initial Term Structure within the CIR Model: A Perturbative Solution
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Publication:3424331
DOI10.1080/13504860500395943zbMath1142.91544MaRDI QIDQ3424331
Publication date: 15 February 2007
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/13504860500395943
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