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Keywords: CIR model
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Journal Articles
Agricultural Finance Review (2016) 76 (1): 42–53.
Published: 03 May 2016
... introduce the CEV model and discuss the functionality of the parameters of this model. Then we show that, if the market demand follows a mean-reverting CIR model and if the demand function is a power function, then the resulting price process is a CEV model. In the next section, we will discuss the effect...

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