Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero‐coupon bonds
Year of publication: |
2020
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---|---|
Authors: | Dassios, Angelos ; Lim, Jia Wei ; Qu, Yan |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 4 (21.05.), p. 1497-1526
|
Publisher: |
Wiley |
Saved in:
Online Resource
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