Generalized interest rate dynamics and its impacts on finance and pensions
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Publication:2968187
DOI10.1080/07362994.2016.1224975zbMath1358.91104OpenAlexW2557658629MaRDI QIDQ2968187
Milan Stehlík, Pavlina Jordanova, Rastislav Potocký, Jozef Kisel'ák
Publication date: 10 March 2017
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/232529
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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