On CIR Equations with General Factors (Q5112533)
From MaRDI portal
scientific article; zbMATH DE number 7206672
Language | Label | Description | Also known as |
---|---|---|---|
English | On CIR Equations with General Factors |
scientific article; zbMATH DE number 7206672 |
Statements
On CIR Equations with General Factors (English)
0 references
29 May 2020
0 references
CIR model
0 references
bond market
0 references
HJM condition
0 references
stable martingales
0 references
0 references
0 references