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- W2885601136 abstract "This chapter aims presents the deep relationships between the Cox-Ingersoll-Ross (CIR) type-processes, the Squared Bessel (BESQ) processes and the family of affine processes, according to specific dynamics for the dividend structure behind the market scenarios, aiming at deriving pricing formulas in individual markets as well as analytical solvable or numerical tractable, schemes for dividend processes in volatility stabilized markets." @default.
- W2885601136 created "2018-08-22" @default.
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- W2885601136 date "2018-01-01" @default.
- W2885601136 modified "2023-09-27" @default.
- W2885601136 title "Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Finance" @default.
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- W2885601136 doi "https://doi.org/10.1007/978-3-319-95285-7_8" @default.
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