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A note on the CIR process and the existence of equivalent martingale measures

✍ Scribed by Zhi Jun Guo

Book ID: 108267449
Publisher: Elsevier Science
Year: 2008
Tongue: English
Weight: 160 KB
Volume: 78
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2007.07.022

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