Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates
Year of publication: |
2009-11-15
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Authors: | Makhankov, V. G. ; Aguero-Granados, M. A. |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | : Stochastic Differential Geometry | Mean-Reverting Stochastic Processes and Term Structure of Specific (Some) Economic/Finance Instruments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | A12 - Relation of Economics to Other Disciplines ; C02 - Mathematical Methods ; C23 - Models with Panel Data ; C62 - Existence and Stability Conditions of Equilibrium |
Source: |
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