The Continuous-Time Ehrenfest Process in Term Structure Modelling (Q4933194): Difference between revisions

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+Fluctuation Theory for the Ehrenfest urn
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+Markov Chains
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+Interest rate models -- theory and practice
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+Continuous and discrete models in finance, in particular for stochastic interest rates
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+Ehrenfest urn models
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+The efficient evaluation of the hypergeometric function of a matrix argument
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+Mean passage times for tridiagonal transition matrices and a two-parameter ehrenfest urn model
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+Martingale Measures For A Class of Right‐Continuous Processes
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+On the Approach to Statistical Equilibrium
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+NUMERICAL EXPLORATION OF DYNAMIC BEHAVIOR OF ORNSTEIN-UHLENBECK PROCESSES VIA EHRENFEST PROCESS APPROXIMATION(&lt;Special Issue&gt;Advanced Planning and Scheduling for Supply Chain Management)
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+Ehrenfest model with large jumps in finance
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+An equilibrium characterization of the term structure
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+Asymptotic distributions for the Ehrenfest urn and related random walks
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