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AMS Classification 60J65
"Brownian motion"

These are all the papers that have the " 60J65 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

A Jump to Default Extended CEV Model: An application of Bessel processes
by Peter Carr of Bloomberg & NYU Courant Institute, and
Vadim Linetsky of Northwestern University
(284K PDF) -- 25 pages -- September 2006


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