Long time behaviour of stochastic interest rate models
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Publication:1023108
DOI10.1016/j.insmatheco.2009.01.001zbMath1162.91391MaRDI QIDQ1023108
Publication date: 10 June 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.01.001
convergence; interest rate model; long time behaviour; jump; Poisson random measure; affine process; almost surely
60H30: Applications of stochastic analysis (to PDEs, etc.)
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