scientific article; zbMATH DE number 2058902

zbMath1081.91527MaRDI QIDQ4455463

Alexander A. Kolosov, A. I. Dzundza

Publication date: 16 March 2004

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

zbMATH Keywords

stochastic differential equationbond portfolioHull-White model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic analysis (60H99)

This page was built for publication: