Journal article 1167 views
Long-term behavior of stochastic interest rate models with jumps and memory
Insurance: Mathematics and Economics, Volume: 53, Issue: 1, Pages: 266 - 272
Swansea University Author:
Chenggui Yuan
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DOI (Published version): 10.1016/j.insmatheco.2013.05.006
Abstract
Long-term behavior of stochastic interest rate models with jumps and memory
Published in: | Insurance: Mathematics and Economics |
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Published: |
2013
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URI: | https://cronfa.swan.ac.uk/Record/cronfa22790 |
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2015-08-06T12:38:06.7893697 v2 22790 2015-08-06 Long-term behavior of stochastic interest rate models with jumps and memory 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2015-08-06 SMA Journal Article Insurance: Mathematics and Economics 53 1 266 272 31 12 2013 2013-12-31 10.1016/j.insmatheco.2013.05.006 COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University 2015-08-06T12:38:06.7893697 2015-08-06T12:38:06.7893697 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jianhai Bao 1 Chenggui Yuan 0000-0003-0486-5450 2 |
title |
Long-term behavior of stochastic interest rate models with jumps and memory |
spellingShingle |
Long-term behavior of stochastic interest rate models with jumps and memory Chenggui Yuan |
title_short |
Long-term behavior of stochastic interest rate models with jumps and memory |
title_full |
Long-term behavior of stochastic interest rate models with jumps and memory |
title_fullStr |
Long-term behavior of stochastic interest rate models with jumps and memory |
title_full_unstemmed |
Long-term behavior of stochastic interest rate models with jumps and memory |
title_sort |
Long-term behavior of stochastic interest rate models with jumps and memory |
author_id_str_mv |
22b571d1cba717a58e526805bd9abea0 |
author_id_fullname_str_mv |
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
author |
Chenggui Yuan |
author2 |
Jianhai Bao Chenggui Yuan |
format |
Journal article |
container_title |
Insurance: Mathematics and Economics |
container_volume |
53 |
container_issue |
1 |
container_start_page |
266 |
publishDate |
2013 |
institution |
Swansea University |
doi_str_mv |
10.1016/j.insmatheco.2013.05.006 |
college_str |
Faculty of Science and Engineering |
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facultyofscienceandengineering |
hierarchy_top_title |
Faculty of Science and Engineering |
hierarchy_parent_id |
facultyofscienceandengineering |
hierarchy_parent_title |
Faculty of Science and Engineering |
department_str |
School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
document_store_str |
0 |
active_str |
0 |
published_date |
2013-12-31T03:27:01Z |
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1763750991568568320 |
score |
11.021648 |