Stochastic Jacobian and Riccati ODE in affine term structure models
Martino Grasselli; Claudio Tebaldi
| Year of publication: |
2007
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|---|---|
| Authors: | Grasselli, Martino ; Tebaldi, Claudio |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 30.2007, 2, p. 95-108
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| Subject: | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Theorie | Theory |
| 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/10003630203