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Journal: Risks, 2019
Volume: 7
Number: 103
Article:
A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance
Authors:
by
Angelos Dassios, Jiwook Jang and Hongbiao Zhao
Link:
https://www.mdpi.com/2227-9091/7/4/103
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