Affine type analysis for BESQ and CIR processes with applications to mathematical finance

Affine type analysis for BESQ and CIR processes with applications to mathematical finance

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Bibliographische Detailangaben
Veröffentlicht in:New methods in fixed income modeling
1. Verfasser: Di Persio, Luca (VerfasserIn)
Weitere Verfasser: Prezioso, Luca (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2018
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