A jump to default extended CEV model: an application of Bessel processes
| Year of publication: |
2006
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|---|---|
| Authors: | Carr, Peter ; Linetsky, Vadim |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 10.2006, 3, p. 303-330
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