Some Bernstein processes similar to Cox–Ingersoll–Ross ones (Q5213060)
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scientific article; zbMATH DE number 7161214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Bernstein processes similar to Cox–Ingersoll–Ross ones |
scientific article; zbMATH DE number 7161214 |
Statements
Some Bernstein processes similar to Cox–Ingersoll–Ross ones (English)
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31 January 2020
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Bernstein processes
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Bessel processes
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interest rate models
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heat equation
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