Maxx Cho

University of Maryland

College Park

College Park, MD 20742

United States

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Scholarly Papers (1)

1.

Probability Density of the CIR Model

Number of pages: 8 Posted: 13 Oct 2014
Independent, University of Maryland and Brigham Young University
Downloads 201 (154,501)

Abstract:

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Transition density, CIR model, Kolmogorov equation, Quantum Mechanics