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Let (X = (X_t: t \in [0,T])) be a stochastic process satisfying a CIR model. (dX_t = \beta (X_t - \gamma) dt + \sigma\sqrt{X_t} dB_t,) where (B_t) is a standard Brownian motion, (\beta) is a negative constant, (\gamma, \sigma) are positive constants. In order for the SDE to make sense, assume...