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Journal: RisksVolume: 7Number: 103
Article: A Generalised CIR Process with Externally-Exciting and Self-Exciting Jumps and Its Applications in Insurance and Finance
  • Authors:
  • Angelos Dassios1,*,
  • Jiwook Jang2 and
  • Hongbiao Zhao3
Link: https://www.mdpi.com/2227-9091/7/4/103

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