Long-term behavior of stochastic interest rate models with Markov switching (Q2520458): Difference between revisions

@@ Property / author @@
-Zhen Zhong Zhang
@@ Property / author: Zhen Zhong Zhang / rank @@
-Normal rank
@@ Property / author @@
+Zhen Zhong Zhang
@@ Property / author: Zhen Zhong Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2016.06.017
+Normal rank
@@ Property / OpenAlex ID @@
+W2463367591
@@ Property / OpenAlex ID: W2463367591 / rank @@
+Normal rank
@@ Property / cites work @@
+Long-term behavior of stochastic interest rate models with jumps and memory
+Normal rank
@@ Property / cites work @@
+Q3998410
@@ Property / cites work: Q3998410 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Long-term returns in stochastic interest rate models
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Hybrid switching diffusions. Properties and applications
+Normal rank
@@ Property / cites work @@
+Long time behaviour of stochastic interest rate models
+Normal rank