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Q4925749 - MaRDI portal

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scientific article; zbMATH DE number 6174816
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scientific article; zbMATH DE number 6174816

    Statements

    author
    Jia'an Yan
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    Qiang Zhang
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    Shun Long Luo
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    publication date
    12 June 2013
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    zbMATH Keywords
    functional transformation
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    state variable
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    diffusion process
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    Ornstein-Uhlenbeck process
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    Bessel process
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    interest rate
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    stochastic finance
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    stochastic modeling
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    Identifiers

    zbMATH DE Number
    6174816
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