Small-noise limit of the quasi-Gaussian log-normal HJM model (Q1727938)
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scientific article; zbMATH DE number 7027277
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| English | Small-noise limit of the quasi-Gaussian log-normal HJM model |
scientific article; zbMATH DE number 7027277 |
Statements
Small-noise limit of the quasi-Gaussian log-normal HJM model (English)
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21 February 2019
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HJM model
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explosion
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stochastic modeling
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ordinary differential equations
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0.87153614
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0.8658736
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0.86026376
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0.85684484
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0.8463956
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0.84544957
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0.84473085
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0.8408851
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