Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (Q5106727)
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scientific article; zbMATH DE number 7191829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound |
scientific article; zbMATH DE number 7191829 |
Statements
Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound (English)
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22 April 2020
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sticky reflecting diffusion
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Ornstein-Uhlenbeck process
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interest rate models
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zero lower bound
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