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Long-term returns in stochastic interest rate models: different convergence results

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stochastic interest rate, long-term return, generalized Besselsquare processes, convergence almost everywhere, convergence in law, bond prices, EQUILIBRIUM-MODEL

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Chicago
Deelstra, Griselda, and Fred Delbaen. 1997. “Long-term Returns in Stochastic Interest Rate Models: Different Convergence Results.” Applied Stochastic Models and Data Analysis 13 (3-4): 401–407.
APA
Deelstra, G., & Delbaen, F. (1997). Long-term returns in stochastic interest rate models: different convergence results. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 13(3-4), 401–407. Presented at the 7th International symposium on Applied Stochastic Models and Data Analysis.
Vancouver
1.
Deelstra G, Delbaen F. Long-term returns in stochastic interest rate models: different convergence results. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS. 1997;13(3-4):401–7.
MLA
Deelstra, Griselda, and Fred Delbaen. “Long-term Returns in Stochastic Interest Rate Models: Different Convergence Results.” APPLIED STOCHASTIC MODELS AND DATA ANALYSIS 13.3-4 (1997): 401–407. Print.
@article{123624,
  author       = {Deelstra, Griselda and Delbaen, Fred},
  issn         = {8755-0024},
  journal      = {APPLIED STOCHASTIC MODELS AND DATA ANALYSIS},
  keyword      = {stochastic interest rate,long-term return,generalized Besselsquare processes,convergence almost everywhere,convergence in law,bond prices,EQUILIBRIUM-MODEL},
  language     = {eng},
  location     = {Dublin, Ireland},
  number       = {3-4},
  pages        = {401--407},
  title        = {Long-term returns in stochastic interest rate models: different convergence results},
  url          = {http://dx.doi.org/10.1002/(SICI)1099-0747(199709/12)13:3/4{\textlangle}401::AID-ASM334{\textrangle}3.3.CO;2-C},
  volume       = {13},
  year         = {1997},
}

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