Long-term returns in stochastic interest rate models: different convergence results (Q4231247)
From MaRDI portal
scientific article; zbMATH DE number 1260730
Language | Label | Description | Also known as |
---|---|---|---|
English | Long-term returns in stochastic interest rate models: different convergence results |
scientific article; zbMATH DE number 1260730 |
Statements
14 March 1999
0 references
long-term return
0 references
stochastic interest rate
0 references
convergence almost everywhere
0 references
convergence in law
0 references
Long-term returns in stochastic interest rate models: different convergence results (English)
0 references