Journal article 1141 views
Long-term behavior of stochastic interest rate models with jumps and memory
Jianhai Bao,
Chenggui Yuan 
Insurance: Mathematics and Economics, Volume: 53, Issue: 1, Pages: 266 - 272
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1016/j.insmatheco.2013.05.006
Abstract
Long-term behavior of stochastic interest rate models with jumps and memory
| Published in: | Insurance: Mathematics and Economics |
|---|---|
| Published: |
2013
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa22790 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Issue: |
1 |
| Start Page: |
266 |
| End Page: |
272 |