A jump to default extended CEV model: an application of Bessel processes.

MLA

Carr, Peter, and Vadim Linetsky. “A Jump to Default Extended CEV Model: An Application of Bessel Processes.” Finance & Stochastics, vol. 10, no. 3, July 2006, pp. 303–30. EBSCOhost, https://doi.org/10.1007/s00780-006-0012-6.

APA

Carr, P., & Linetsky, V. (2006). A jump to default extended CEV model: an application of Bessel processes. Finance & Stochastics, 10(3), 303–330. https://doi.org/10.1007/s00780-006-0012-6

Chicago

Carr, Peter, and Vadim Linetsky. 2006. “A Jump to Default Extended CEV Model: An Application of Bessel Processes.” Finance & Stochastics 10 (3): 303–30. doi:10.1007/s00780-006-0012-6.