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20182026
most citedModeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach

2 citations · 4 across the 6 of their papers we have counts for

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q-fin.CP2018

On The Calibration of Short-Term Interest Rates Through a CIR Model

Giuseppe Orlando, Rosa Maria Mininni, Michele Bufalo

It is well known that the Cox-Ingersoll-Ross (CIR) stochastic model to study the term structure of interest rates, as introduced in 1985, is inadequate for modelling the current ma…