Long-term behavior of stochastic interest rate models with Markov switching (Q2520458)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term behavior of stochastic interest rate models with Markov switching |
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Long-term behavior of stochastic interest rate models with Markov switching (English)
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13 December 2016
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Cox-Ingersoll-Ross (CIR) model
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Markov chain
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stationary distribution
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Feller property
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Hölder continuous
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