Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007): Difference between revisions
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Revision as of 06:20, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term behavior of stochastic interest rate models with jumps and memory |
scientific article |
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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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