Process, Winer, Ornstein, Uhlenbeck
https://www.hse.ru/data/2011/03/16/1211437621/ProbTheory3mod.pdf
F:\DownLoads\Math\OrnsteinUlenbeck
file:///F:/DownLoads/Math/OrnsteinUlenbeck/Lisovskii_Thesis.pdf
Process, Winer, Ornstein, Uhlenbeck
https://www.hse.ru/data/2011/03/16/1211437621/ProbTheory3mod.pdf
F:\DownLoads\Math\OrnsteinUlenbeck
file:///F:/DownLoads/Math/OrnsteinUlenbeck/Lisovskii_Thesis.pdf
CIR process
Cox-Ingersoll-Ross, CIR, process
Cox–Ingersoll–Ross model - Wikipedia
Cox-Ingersoll-Ross Model (CIR): Overview, Formula, and Limitations
QuantLib, QL, CB
F:\DownLoads\trnt\ML\B2
F:\DownLoads\trnt\Python\Fin\B2
Luigi Ballabio, Goutham Balaraman - QuantLib Python Cookbook - 2017.pdf
https://gsspecbooks.blogspot.com/2025/04/quantlib.html
Log, Lg
f(x) = x^x
x = e^lnx
f(x) = (e^lnx)^x = e^(x*lnx)
f '(x) = (e^(x*lnx))' = e^(x*lnx) * (x*lnx)' = x^x*(lnx + 1)
https://mathdf.com/der/ru/