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Cox JC, Ingersoll JE, Ross SA (1985) A Theory of the Term Structure of Interest Rates Econometrica 53:385-407

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References and models that cite this paper

Dangerfield CE, Kay D, Burrage K (2012) Modeling ion channel dynamics through reflected stochastic differential equations Phys Rev E 85(5):051907 [Journal]

   Reflected SDE Hodgkin-Huxley Model (Dangerfield et al. 2012) [Model]

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