Some results on strong solutions of SDEs with applications to interest rate models
- Journal Article
Journal / seriesStochastic processes and their applications
SubjectSDEs; Strong solutions; Lipschitz conditions; Term structure models; HJM interest rate models
Organisational unit03658 - Schweizer, Martin
NotesReceived 31 October 2005, received in revised form 6 June 2006, accepted 25 September 2006. Available online 20 October 2006.
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