Some results on strong solutions of SDEs with applications to interest rate models (Q885261)
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scientific article; zbMATH DE number 5162652
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| English | Some results on strong solutions of SDEs with applications to interest rate models |
scientific article; zbMATH DE number 5162652 |
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Some results on strong solutions of SDEs with applications to interest rate models (English)
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8 June 2007
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SDEs
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strong solutions
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Lipschitz conditions
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term structure models
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HJM interest rate models
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0.8022722005844116
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0.7768877744674683
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0.7691395878791809
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