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Posted: **September 23rd, 2009, 12:52 pm**

Hi alltrying to simulate the evolution of the CIR forward measure (Formula 3.28 in brigo & Mercurio).Can't quite figure out how it works. Is there any place to read how to implement it ? Thanks

Posted: **September 24th, 2009, 12:07 pm**

Come on guys!This is probably a piece of cake for most of you. Please help me out!