Pages that link to "Item:Q5438539"

The following pages link to Processes with volatility‐induced stationarity: an application for interest rates (Q5438539):

Displaying 2 items.

• On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
• Stochastic square of the Brennan-Schwartz diffusion process: statistical computation and application (Q2195941) (← links)