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Cited article:

European Option Pricing and Deep Learning-Aided Calibration Under Heston–Hull–White with a Stochastic Long-Run Variance Mean

Juanjuan Li
Mathematics 14 (10) 1618 (2026)
https://doi.org/10.3390/math14101618

Modeling short term interest rates using the Vasicek and Cox–Ingersoll–Ross models

A. S. Md Sa'at, S. N. Shair, N. Md Lazam, A. Y. Yusof, M. N. Mohd Amin, R. I. Ibrahim and N. A. Mohd Ghani
Mathematical Modeling and Computing 12 (1) 212 (2025)
https://doi.org/10.23939/mmc2025.01.212