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Some Properties of CIR Processes:
Chou, Ching-Sung
;
Lin, Hsien-Jen
Stochastic Analysis and Applications. 24 (2006) 4 - p. 901-912 , 2006
Link:
https://doi.org/10.1080/07362990600753643
RT Journal T1 <Title>Some Properties of CIR Processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_07362990600753643&Exemplar=1&LAN=DE A1 Chou, Ching-Sung A1 Lin, Hsien-Jen PB Informa UK Limited YR 2006 SN 0736-2994 SN 1532-9356 JF Stochastic Analysis and Applications VO 24 IS 4 SP 901 OP 912 LK http://dx.doi.org/https://doi.org/10.1080/07362990600753643 DO https://doi.org/10.1080/07362990600753643 SF ELIB - SuUB Bremen
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