scientific article; zbMATH DE number 5824504

MaRDI QIDQ3060622zbMATH OpenFDO

Authors G. A. Medvedev

Publication date 8 December 2010

zbMATH Keywords

financial mathematicsmixed distributionsstochastic process

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic models in economics (91B70) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited in

(11)

• Nonlinear interest rate dynamics and implications for the terms structure
• Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation
• Sincov's and other functional equations and negative interest rates
• On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach
• scientific article; zbMATH DE number 5671257 (Why is no real title available?)
• scientific article; zbMATH DE number 1336612 (Why is no real title available?)
• Interest randomness and differential equations
• A model for interest rates with clustering effects
• Stochastic Interest Rates
• Processes with volatility‐induced stationarity: an application for interest rates
• Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

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