On the ergodicity of a three-factor CIR model
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Publication:6512098
arXiv2307.11443MaRDI QIDQ6512098FDOQ6512098
Authors: Giacomo Ascione, Michele Bufalo, Giuseppe Orlando 
Brownian motion (60J65) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Interest rates, asset pricing, etc. (stochastic models) (91G30) Feller processes (60G53)
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