Ergodicity of generalized Ait-Sahalia-type interest rate model (Q5367298)
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scientific article; zbMATH DE number 6790744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodicity of generalized Ait-Sahalia-type interest rate model |
scientific article; zbMATH DE number 6790744 |
Statements
Ergodicity of generalized Ait-Sahalia-type interest rate model (English)
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12 October 2017
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Ait-Sahalia-type interest rate model
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ergodicity
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stationary distribution
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