题目:A method for computing the transition probability density associated with a multifactor Cox–Ingersoll–Ross model of the term structure of interest rates with no drift term
作者:Lorella Fatonea, 1, , Graziella Pacellib, 2, , Maria Cristina Recchionib, 3, and Francesco Zirillic, ,
来源:Nonlinear Analysis: Hybrid Systems Volume 2, Issue 1, March 2008, Pages 144-183
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