Long-term returns in stochastic interest rate models: convergence in law (Q4357822)
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scientific article; zbMATH DE number 1066897
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| English | Long-term returns in stochastic interest rate models: convergence in law |
scientific article; zbMATH DE number 1066897 |
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Long-term returns in stochastic interest rate models: convergence in law (English)
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4 May 1998
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generalized Bessel square processes
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convergence in law
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Aldous' criterion
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stochastic interest rates
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0.939578115940094
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0.9231189489364624
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