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zbMath1180.91300MaRDI QIDQ3646694

Beata Stehlíková, Daniel Ševčovič

Publication date: 27 November 2009

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fokker-Planck equation Fong-Vašıček model two-factor interest rate model volatility averaging

Mathematics Subject Classification ID

Heat equation (35K05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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