Convergence of discretized stochastic (interest rate) processes with stochastic drift term

DOI<77::AID-ASM338>3.0.CO;2-2 10.1002/(SICI)1099-0747(199803)14:1<77::AID-ASM338>3.0.CO;2-2zbMath0915.60064OpenAlexW2161033241MaRDI QIDQ4231211

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Publication date: 14 March 1999

Full work available at URL: https://doi.org/10.1002/(sici)1099-0747(199803)14:1<77::aid-asm338>3.0.co;2-2

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