Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007): Difference between revisions

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Latest revision as of 09:35, 8 July 2024

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Long-term behavior of stochastic interest rate models with jumps and memory
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    Long-term behavior of stochastic interest rate models with jumps and memory (English)
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    15 April 2014
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    interest rate
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    Cox-Ingersoll-Ross model
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    jump
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    memory
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    one-factor model
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    two-factor model
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    long-term return
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