scientific article; zbMATH DE number 2058902

zbMATH Open1081.91527MaRDI QIDQ4455463FDOQ4455463

Authors: A. I. Dzundza, A. A. Kolosov 

Publication date: 16 March 2004

Title of this publication is not available (Why is that?)

zbMATH Keywords

stochastic differential equationbond portfolioHull-White model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic analysis (60H99)

Cited In (1)

• The Power-Series Algorithm Applied to the Shortest-Queue Model

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