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arXiv math.PR Probability
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did:plc:e24menxr3lkdypnilvelu45b
Claudio Fontana, Simone Pavarana, Thorsten Schmidt: An extended CIR process with stochastic discontinuities https://arxiv.org/abs/2509.15752 https://arxiv.org/pdf/2509.15752 https://arxiv.org/html/2509.15752
2025-09-22T06:40:29.004Z