Continuous and discrete models in finance, in particular for stochastic interest rates

DOI10.1007/BF02088975zbMath0842.90005OpenAlexW2073679408MaRDI QIDQ4870602

Hans Bühlmann

Publication date: 26 March 1996

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02088975

zbMATH Keywords

Markov chainsdiffusion limitsinterest rate models in discrete time

Mathematics Subject Classification ID

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