Pages that link to "Item:Q4231247"
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The following pages link to Long-term returns in stochastic interest rate models: different convergence results (Q4231247):
Displaying 8 items.
- Functional limit theorems for additive and multiplicative schemes in the Cox-Ingersoll-Ross model (Q340805) (← links)
- Long time behaviour of stochastic interest rate models (Q1023108) (← links)
- Long-term returns in stochastic interest rate models (Q1904997) (← links)
- The rate of convergence of option prices on the asset following a geometric Ornstein-Uhlenbeck process (Q2355530) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process (Q3459007) (← links)
- (Q3608295) (← links)
- Convergence of discretized stochastic (interest rate) processes with stochastic drift term (Q4231211) (← links)