Topic: Square-Root Diffusions and Other Models

Worked Boundary Cases for CIR, Bessel, and CEV Models

Transforming CEV Into a Bessel-Type Process

Transforming CIR Into a Time-Changed Squared Bessel Process

The CIR Transition Distribution

Square-Root Diffusion Coefficients and Model Forms

Proving CIR Nonnegativity and Strict Positivity

Common Errors About Positivity and Zero Boundaries

CIR Dynamics and Parameter Calculations

CIR Behavior When Zero Is Accessible

CEV Dynamics Across Volatility Exponents