A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941): Difference between revisions
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scientific article; zbMATH DE number 6964218
Language | Label | Description | Also known as |
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English | A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes |
scientific article; zbMATH DE number 6964218 |
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A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (English)
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24 October 2018
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stochastic processes
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discrete models
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dynamic programming
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valuation
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