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Long-term behavior of stochastic interest rate models with Markov switching
Zhang, Zhenzhong
;
Tong, Jinying
;
Hu, Lingjian
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 320-326
Persistent link: https://www.econbiz.de/10011597312
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Long-term behavior of stochastic interest rate models with jumps and memory
Bao, Jianhai
;
Yuan, Chenggui
- In:
Insurance / Mathematics & economics
53
(
2013
)
1
,
pp. 266-272
Persistent link: https://www.econbiz.de/10009785395
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