"Change of measure for the square-root process."

Daniel Dufresne, Felisa J. Vázquez-Abad, Stephen Chin (2014)

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DOI: 10.1109/WSC.2014.7019912

access: closed

type: Conference or Workshop Paper

metadata version: 2021-06-10

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Daniel Dufresne, Felisa J. Vázquez-Abad, Stephen Chin:
Change of measure for the square-root process. WSC 2014: 465-475

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