A second order stochastic differential equation for the force of interest (Q1902633): Difference between revisions

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Revision as of 17:20, 23 May 2024

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A second order stochastic differential equation for the force of interest
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    A second order stochastic differential equation for the force of interest (English)
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    21 April 1996
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    interest rates
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    present value
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    force of interest
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    linear second order stochastic differential equation
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    discounting process
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    immediate annuities certain
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    first three moments
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    expected value
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    autocovariance function
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