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A stochastic model for the force of interest - MaRDI portal

A stochastic model for the force of interest (Q4859995)

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scientific article; zbMATH DE number 833456
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A stochastic model for the force of interest
scientific article; zbMATH DE number 833456

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    A stochastic model for the force of interest (English)
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    6 May 1996
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    characterizations
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    stochastic model
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    force of interest
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    Ornstein- Uhlenbeck process
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    prensence of barriers
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    capitalization process
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