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Keyword    square-root diffusion

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The Moments for Solution of the Cox-Ingersoll-Ross Interest Rate Model
by M. A. Jafari and S. Abbasian
Journal of Finance and Economics. 2017, 5(1), 34-37. DOI: 10.12691/jfe-5-1-4
Pub. Date: March 18, 2017Views: 16780Downloads: 7243
Cox-Ingersoll-Ross model interest rate model the moments for solution of CIR model square-root diffusion
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