期刊论文详细信息
| Journal of Mathematical Sciences | |
| Explosion Tests for Stochastic Integral Equations Related to Interest Rate Models | |
| Akahori, Jirô1 | |
| 关键词: term structure; interest rate; martingales; stochastic integral equation; explosion; | |
| DOI : | |
| 学科分类：数学（综合） | |
| 来源: University of Tokyo * Department of Mathematical Sciences | |
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【 摘 要 】
Inthepresentpaperaclassofstochasticintegralequationsisstudied.ItiscloselyrelatedtotheinterestratemodelproposedbyRitchkenandSankarasubramanian[8][9].Explosiontestsfortheseequationsaregiven.
【 授权许可】
Unknown
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| RO201912090769708ZK.pdf | 148KB |  download |
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