Long-term returns in stochastic interest rate models: convergence in law
| Year of publication: |
1995
|
|---|---|
| Authors: | Deelstra, Griselda ; Delbaen, Freddy |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Stochastics and stochastics reports (1995) v.55,p.253-277 |
| Source: |
Persistent link: https://www.econbiz.de/10008590332