scientific article; zbMATH DE number 7155902

DOI10.11721/cqnuj20190403zbMath1449.91174MaRDI QIDQ5209439

Manman Li, Wenxin Zhou, Yifan Diao

Publication date: 22 January 2020

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

zbMATH Keywords

jump processstochastic interest rate modelmemory processlong-term return

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Jump processes on discrete state spaces (60J74)

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