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Volumn 54, Issue 4, 1999, Pages 1361-1395

Transition densities for interest rate and other nonlinear diffusions

(1)  Aït Sahalia, Yacine a  

a NONE

Author keywords

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Indexed keywords


EID: 0040843309     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00149     Document Type: Article
Times cited : (249)

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