Stochastic models of financial mathematics

DOI10.1023/A:1011950029558zbMath1052.91048OpenAlexW1480611401MaRDI QIDQ1407145

T. V. Pepelyaeva, Viktoria P. Knopova

Publication date: 9 September 2003

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011950029558

zbMATH Keywords

Wick productCox-Ingersoll-Ross modelHull-White model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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