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A bond is a fixed-income instrument generating cash flows at some specific dates in the futures. These cash-flows depend on the interest rate of the bond, which can either be fixed or variable. It is a debt instrument acting as a loan made from the buyer to the seller.

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Stochastic Discount Factor of CIR bond pricing model

If you refer me to the exact text you are using I will be more specific - since your notation is not like their 1995 paper. In any case, the derivation of the stochastic discount factor (also called t …
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