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FS
2006

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A jump to default extended CEV model: an application of Bessel processes

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A jump to default extended CEV model: an application of Bessel processes

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Peter Carr, Vadim Linetsky

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Added	12 Dec 2010
Updated	12 Dec 2010
Type	Journal
Year	2006
Where	FS
Authors	Peter Carr, Vadim Linetsky

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