Exponential Cox-Ingersoll-Ross Process as Discounting Factor



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

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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