barski.zabczyk:20:on¶
BibTeX Entry:
@article{barski.zabczyk:20:on,
author = {Barski, Micha\l and Zabczyk, Jerzy},
doi = {10.1137/19M1292771},
fjournal = {SIAM Journal on Financial Mathematics},
journal = {SIAM J. Financial Math.},
mrclass = {60H30 (60G44 91B70 91G20)},
mrnumber = {4065191},
number = {1},
pages = {131--147},
title = {On {CIR} equations with general factors},
url = {https://doi.org/10.1137/19M1292771},
volume = {11},
year = {2020}
}