Convergence of discretised stochastic interest rate: processes with stochastic drift term
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- repec:eee:spapps:v:128:y:2018:i:1:p:211-232 is not listed on IDEAS
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- Gyöngy, István & Rásonyi, Miklós, 2011. "A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients," Stochastic Processes and their Applications, Elsevier, vol. 121(10), pages 2189-2200, October.
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- Bao, Jianhai & Yuan, Chenggui, 2013. "Long-term behavior of stochastic interest rate models with jumps and memory," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 266-272.
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