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  3. 01 Fakultät für Mathematik
  4. Mathematisches Institut
  5. Lehrstuhl IV: Analysis, Stochastik
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dc.contributor.advisorVoit, Michael-
dc.contributor.authorKaplun, Alexander-
dc.date.accessioned2010-11-09T14:49:11Z-
dc.date.available2010-11-09T14:49:11Z-
dc.date.issued2010-11-09-
dc.identifier.urihttp://hdl.handle.net/2003/27457-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-15792-
dc.language.isoende
dc.subjectInterest rate derivativeen
dc.subjectTerm structureen
dc.subjectVasicek modelen
dc.subjectShort-rateen
dc.subjectDiffusionen
dc.subject.ddc510-
dc.titleBounded short-rate models with Ehrenfest and Jacobi processesen
dc.typeTextde
dc.contributor.refereeWoerner, Jeannette-
dc.date.accepted2010-11-02-
dc.type.publicationtypedoctoralThesisde
dc.identifier.urnurn:nbn:de:hbz:290-2003/27457-2-
dcterms.accessRightsopen access-
Appears in Collections:Lehrstuhl IV: Analysis, Stochastik

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