Some results on strong solutions of SDEs with applications to interest rate models
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Publication:885261
DOI10.1016/j.spa.2006.09.011zbMath1115.60062OpenAlexW2038471468MaRDI QIDQ885261
Publication date: 8 June 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.09.011
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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