A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941): Difference between revisions

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Latest revision as of 01:19, 17 July 2024

scientific article; zbMATH DE number 6964218
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English
A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes
scientific article; zbMATH DE number 6964218

    Statements

    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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