Long-Term Returns in Stochastic Interest Rate Models: Applications (Q4407163): Difference between revisions
From MaRDI portal
Latest revision as of 18:03, 5 June 2024
scientific article; zbMATH DE number 1940893
Language | Label | Description | Also known as |
---|---|---|---|
English | Long-Term Returns in Stochastic Interest Rate Models: Applications |
scientific article; zbMATH DE number 1940893 |
Statements
Long-Term Returns in Stochastic Interest Rate Models: Applications (English)
0 references
12 September 2003
0 references
interest rate
0 references
Cox-Ingersoll-Ross model
0 references
reversion level
0 references
Bessel-square processes
0 references