scientific article
zbMath1256.93114MaRDI QIDQ3165683
Zuzana Zíková, Beata Stehlíková
Publication date: 29 October 2012
Full work available at URL: http://www.kybernetika.cz/content/2012/3/567
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationsapproximate analytic solutionpartial differential equationsorder of accuracybond pricesreal market dataconstant volatilitiesconvergence model of interest rateEuropean short rateinstantaneous volatilitiesrates of CKLS
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Macroeconomic theory (monetary models, models of taxation) (91B64) Identification in stochastic control theory (93E12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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