Long-Term Returns in Stochastic Interest Rate Models: Applications (Q4407163)
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scientific article; zbMATH DE number 1940893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Term Returns in Stochastic Interest Rate Models: Applications |
scientific article; zbMATH DE number 1940893 |
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Long-Term Returns in Stochastic Interest Rate Models: Applications (English)
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12 September 2003
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interest rate
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Cox-Ingersoll-Ross model
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reversion level
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Bessel-square processes
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