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"A closed-form formula for the conditional moments of the extended CIR process."

Sanae Rujivan (2016)

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DOI: 10.1016/J.CAM.2015.11.001

access: open

type: Journal Article

metadata version: 2021-02-16

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Sanae Rujivan:
A closed-form formula for the conditional moments of the extended CIR process. J. Comput. Appl. Math. 297: 75-84 (2016)

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