Stationarity and ergodicity for an affine two-factor model (Q3191827)
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scientific article; zbMATH DE number 6347588
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| English | Stationarity and ergodicity for an affine two-factor model |
scientific article; zbMATH DE number 6347588 |
Statements
Stationarity and Ergodicity for an Affine Two-Factor Model (English)
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25 September 2014
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affine process
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stationary distribution
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ergodicity
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Foster-Lyapunov criteria
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0.8178970813751221
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0.7655585408210754
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0.7423135042190552
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0.739354133605957
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0.7263896465301514
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