Ergodicity of generalized Ait-Sahalia-type interest rate model (Q5367298)

From MaRDI portal





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)
    0 references
    0 references
    0 references
    12 October 2017
    0 references
    Ait-Sahalia-type interest rate model
    0 references
    ergodicity
    0 references
    stationary distribution
    0 references

    Identifiers