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Q5432845 - MaRDI portal

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scientific article; zbMATH DE number 5221479
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scientific article; zbMATH DE number 5221479

    Statements

    author
    Jian Liu
    0 references
    Guohe Deng
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    Xiang-Qun Yang
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    publication date
    18 December 2007
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    zbMATH Keywords
    reload option
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    Ornstein-Uhlenbeck process
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    stochastic interest rate
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    Identifiers

    zbMATH DE Number
    5221479
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