On discrete version of the CIR process

M. Kounta and Mario Lefebvre

Article (2013)

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Department:	Department of Mathematics and Industrial Engineering
PolyPublie URL:	https://publications.polymtl.ca/13650/
Journal Title:	Journal of Difference Equations and Applications (vol. 19, no. 8)
Publisher:	Taylor & Francis
DOI:	10.1080/10236198.2012.739618
Official URL:	https://doi.org/10.1080/10236198.2012.739618
Date Deposited:	18 Apr 2023 15:09
Last Modified:	08 Apr 2025 01:40

Cite in APA 7:	Kounta, M., & Lefebvre, M. (2013). On discrete version of the CIR process. Journal of Difference Equations and Applications, 19(8), 1276-1291. https://doi.org/10.1080/10236198.2012.739618
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