A note on the inhomogeneous linear stochastic differential equation. (Q1413415)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the inhomogeneous linear stochastic differential equation. |
scientific article |
Statements
A note on the inhomogeneous linear stochastic differential equation. (English)
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16 November 2003
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Linear stochastic differential equations
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Stochastic exponentials
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Change of numeraire
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Stochastic interest rates
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