Long time behaviour of stochastic interest rate models (Q1023108): Difference between revisions
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Revision as of 02:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long time behaviour of stochastic interest rate models |
scientific article |
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Long time behaviour of stochastic interest rate models (English)
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10 June 2009
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long time behaviour
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Poisson random measure
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jump
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affine process
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interest rate model
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convergence
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almost surely
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