Convergence of discretised stochastic interest rate: processes with stochastic drift term

Griselda Deelstra and Freddy Delbaen

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1998
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Citations: View citations in EconPapers (28)

Published in: Applied stochastic models and data analysis (1998) v.14 n° 1,p.77-84

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