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Long-term behavior of stochastic interest rate models with jumps and memory

Jianhai Bao, Chenggui Yuan Orcid Logo

Insurance: Mathematics and Economics, Volume: 53, Issue: 1, Pages: 266 - 272

Swansea University Author: Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1016/j.insmatheco.2013.05.006

Published in: Insurance: Mathematics and Economics
Published: 2013
URI: https://cronfa.swan.ac.uk/Record/cronfa22790
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first_indexed 2015-08-07T02:05:09Z
last_indexed 2018-02-09T05:01:17Z
id cronfa22790
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spelling 2015-08-06T12:38:06.7893697 v2 22790 2015-08-06 Long-term behavior of stochastic interest rate models with jumps and memory 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-08-06 SMA Journal Article Insurance: Mathematics and Economics 53 1 266 272 31 12 2013 2013-12-31 10.1016/j.insmatheco.2013.05.006 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2015-08-06T12:38:06.7893697 2015-08-06T12:38:06.7893697 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 Chenggui Yuan 0000-0003-0486-5450 2
title Long-term behavior of stochastic interest rate models with jumps and memory
spellingShingle Long-term behavior of stochastic interest rate models with jumps and memory
Chenggui Yuan
title_short Long-term behavior of stochastic interest rate models with jumps and memory
title_full Long-term behavior of stochastic interest rate models with jumps and memory
title_fullStr Long-term behavior of stochastic interest rate models with jumps and memory
title_full_unstemmed Long-term behavior of stochastic interest rate models with jumps and memory
title_sort Long-term behavior of stochastic interest rate models with jumps and memory
author_id_str_mv 22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author Chenggui Yuan
author2 Jianhai Bao
Chenggui Yuan
format Journal article
container_title Insurance: Mathematics and Economics
container_volume 53
container_issue 1
container_start_page 266
publishDate 2013
institution Swansea University
doi_str_mv 10.1016/j.insmatheco.2013.05.006
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 0
active_str 0
published_date 2013-12-31T03:27:01Z
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score 11.037144

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