Three ways to solve for bond prices in the Vasiček model.
Mamon, Rogemar S. (2004)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Mamon, Rogemar S. (2004)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Pechtl, Andreas (1999)
Journal of Applied Mathematics and Decision Sciences
Similarity:
Shneer, V.V. (2004)
Sibirskij Matematicheskij Zhurnal
Similarity:
Ionescu, Adela (2006)
Acta Universitatis Apulensis. Mathematics - Informatics
Similarity:
Ryszard Magiera (1994)
Applicationes Mathematicae
Similarity:
The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
Laine, Ilpo, Yang, Ronghua (2004)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Holroyd, Alexander E. (2006)
Electronic Journal of Probability [electronic only]
Similarity:
Matvijchuk, K.S. (2000)
Siberian Mathematical Journal
Similarity:
Mitsuo Morimoto, Keiko Fujita (1996)
Banach Center Publications
Similarity:
Let L(z) be the Lie norm on and L*(z) the dual Lie norm. We denote by the space of complex harmonic functions on the open Lie ball and by the space of entire harmonic functions of exponential type (A,L*). A continuous linear functional on these spaces will be called a harmonic functional or an entire harmonic functional. We shall study the conical Fourier-Borel transformations on the spaces of harmonic functionals or entire harmonic functionals.
Michael Oberguggenberger, Danijela Rajter-Ćirić (2005)
Publications de l'Institut Mathématique
Similarity:
Yang, Dandan (2007)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity:
Moseley, James L. (2001)
Electronic Journal of Differential Equations (EJDE) [electronic only]
Similarity: