kuweb.math.ku.dk/~rolf/teaching/2005AssetPricingII/DuffieKan.pdf · the lines of Cox, Ingersoll,...
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kuweb.math.ku.dk/~rolf/teaching/2005AssetPricingII/DuffieKan.pdf · the lines of Cox, Ingersoll, and Ross (1985a,b) or Heston (1991) and adds little to what we offer. In the model