Exact perturbation approximations for the conditional moments of a multifactor CIR term structure model with a weak mean-reversion influence

Numerical methods (including Monte Carlo methods) (91G60) Characteristic functions; other transforms (60E10) Interest rates, asset pricing, etc. (stochastic models) (91G30) Error bounds for numerical methods for ordinary differential equations (65L70) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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