A simple analytics framework for evaluating mean escape time in different term structures with stochastic volatility

DOI10.1016/J.PHYSA.2018.02.187MaRDI QIDQ2149649zbMATH OpenOpenAlexWikidataFDO

Authors Bonggyun Ko, Jae Wook Song

Publication date 29 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2018.02.187

zbMATH Keywords

interest ratemean escape timenoise enhanced stabilitystochastic volatilityterm structures

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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