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analytically tractable and time-homogeneous short rate models". Finance & Stochastics. 5 (3): 369–388. doi:10.1007/PL00013541. S2CID 35316609. Open Source...14 KB (1,928 words) - 05:15, 10 November 2024- 2012). "The Mark H.A. Davis festschrift: stochastics, control and finance". Stochastics. 84 (5): 563–568. doi:10.1080/17442508.2012.734073.{{cite journal}}:...8 KB (686 words) - 08:13, 25 October 2023
