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Embedding the Vasicek model into the Cox-Ingersoll-Ross model

Sinkala, W and Leach, PGL and O'Hara, JG (2011) Embedding the Vasicek model into the Cox-Ingersoll-Ross model. Mathematical Methods in the Applied Sciences, 34 (2). pp. 152-159. DOI https://doi.org/10.1002/mma.1342



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Full text not available from this repository. http://dx.doi.org/10.1002/mma.1342

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