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Pitman, J. Rao, C. Revuz, D. Rogers, L. IMA Workshop on Math. Finance , 93— Shiga, T. Yor, M. Download references. You can also search for this author in PubMed Google Scholar. Reprints and Permissions. Shirakawa, H. Asia-Pacific Financial Markets 9, — Download citation. Issue Date : September Anyone you share the following link with will be able to read this content:. Sorry, a shareable link is not currently available for this article.

Provided by the Springer Nature SharedIt content-sharing initiative. Skip to main content. Search SpringerLink Search. Abstract We study the Bessel processes withtime-varying dimension and their applications to the extended Cox-Ingersoll-Rossmodel with time-varying parameters. References 1. Google Scholar 2. Google Scholar 4. Google Scholar 6.

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