Long-term behavior of stochastic interest rate models with jumps and memory
Jianhai Bao; Chenggui Yuan
| Year of publication: |
2013
|
|---|---|
| Authors: | Bao, Jianhai ; Yuan, Chenggui |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 266-272
|
| Subject: | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009785395