Exponential Cox-Ingersoll-Ross Process as Discounting Factor


Eisenberg, J and Mishura, Yuliya Exponential Cox-Ingersoll-Ross Process as Discounting Factor. Unknown. (Submitted)

Access the full-text of this item by clicking on the Open Access link.
Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 11 Sep 2018 09:55
Last Modified: 19 Jan 2023 01:18
Open Access URL: http://arxiv.org/abs/1808.10355
URI: https://livrepository.liverpool.ac.uk/id/eprint/3026100
Share
CORE (COnnecting REpositories)