Interest rates risk-premium and shape of the yield curve
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Publication:316908
DOI10.3934/dcdsb.2016013zbMath1347.60091OpenAlexW2340583622MaRDI QIDQ316908
Publication date: 30 September 2016
Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcdsb.2016013
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)
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