A note on the CIR process and the existence of equivalent martingale measures
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Publication:2482116
DOI10.1016/j.spl.2007.07.022zbMath1133.91501OpenAlexW2005333045MaRDI QIDQ2482116
Publication date: 16 April 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.022
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
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