Convergence of discretized stochastic (interest rate) processes with stochastic drift term

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Convergence of Discretized Stochastic (Interest Rate) Processes with Stochastic Drift Term

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ژورنال

عنوان ژورنال: Applied Stochastic Models and Data Analysis

سال: 1998

ISSN: 8755-0024,1099-0747

DOI: 10.1002/(sici)1099-0747(199803)14:1<77::aid-asm338>3.0.co;2-2