A note on generalized CIR equations (Q2048470)
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scientific article; zbMATH DE number 7379481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on generalized CIR equations |
scientific article; zbMATH DE number 7379481 |
Statements
A note on generalized CIR equations (English)
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6 August 2021
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Cox-Ingersoll-Ross model
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bond market
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short rate
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positivity of stochastic equations
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