Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:16, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Long-term behavior of stochastic interest rate models with jumps and memory |
scientific article |
Statements
Long-term behavior of stochastic interest rate models with jumps and memory (English)
0 references
15 April 2014
0 references
interest rate
0 references
Cox-Ingersoll-Ross model
0 references
jump
0 references
memory
0 references
one-factor model
0 references
two-factor model
0 references
long-term return
0 references