Long-term behavior of stochastic interest rate models with Markov switching (Q2520458): Difference between revisions

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+Long-term behavior of stochastic interest rate models with jumps and memory
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+Q3998410
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+A Theory of the Term Structure of Interest Rates
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+Long-term returns in stochastic interest rate models
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+Affine processes and applications in finance
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+Stochastic Differential Equations with Markovian Switching
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+Stochastic calculus for finance. II: Continuous-time models.
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+On the uniqueness of solutions of stochastic differential equations
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+Hybrid switching diffusions. Properties and applications
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+Long time behaviour of stochastic interest rate models
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