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

Griselda Deelstra and Fred Delbaen (1997) APPLIED STOCHASTIC MODELS AND DATA ANALYSIS. 13(3-4). p.401-407
Please use this url to cite or link to this publication:
author
organization
year
type
journalArticle (proceedingsPaper)
publication status
published
subject
keyword
stochastic interest rate, long-term return, generalized Besselsquare processes, convergence almost everywhere, convergence in law, bond prices, EQUILIBRIUM-MODEL
journal title
APPLIED STOCHASTIC MODELS AND DATA ANALYSIS
Appl. Stoch. Model. Data Anal.
volume
13
issue
3-4
pages
401 - 407
conference name
7th International symposium on Applied Stochastic Models and Data Analysis
conference location
Dublin, Ireland
conference start
1995-06-12
conference end
1995-06-15
Web of Science type
Article
Web of Science id
000073854100028
ISSN
8755-0024
DOI
10.1002/(SICI)1099-0747(199709/12)13:3/4<401::AID-ASM334>3.3.CO;2-C
language
English
UGent publication?
no
classification
A1
copyright statement
I have transferred the copyright for this publication to the publisher
id
123624
handle
http://hdl.handle.net/1854/LU-123624
date created
2004-01-14 13:36:00
date last changed
2016-12-19 15:38:53
@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},
}

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.