A jump to default extended CEV model: an application of Bessel processes
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 10 (2006)
Issue (Month): 3 (September)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 60J - - - - - -
- 60J - - - - - -
- 60J - - - - - -
- 60G - - - - - -
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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