Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing |
scientific article; zbMATH DE number 7945535
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing |
scientific article; zbMATH DE number 7945535 |
Statements
Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (English)
0 references
15 November 2024
0 references
skew Ornstein-Uhlenbeck process
0 references
sticky reflection
0 references
Green function
0 references
first hitting time
0 references
zero-coupon bond
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
