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Keywords: Feller diffusion
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Journal Articles
Accumulated (integrated) interest and the square root process
Available to Purchase
Journal:
Accounting Research Journal
Accounting Research Journal (2019) 32 (4): 678–691.
Published: 04 November 2019
... 29 08 2018 21 12 2018 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Therefore, one can define the standardized variable, q(t), as follows: Interest rate Feller diffusion Square root process Uhlenbeck and Ornstein (O-U...
