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2006

A jump to default extended CEV model: an application of Bessel processes

13 years 11 months ago
A jump to default extended CEV model: an application of Bessel processes
We develop a
Peter Carr, Vadim Linetsky
Added 12 Dec 2010
Updated 12 Dec 2010
Type Journal
Year 2006
Where FS
Authors Peter Carr, Vadim Linetsky
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