Bounded short-rate models with Ehrenfest and Jacobi processes

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dc.contributor.advisorVoit, Michael
dc.contributor.authorKaplun, Alexander
dc.contributor.refereeWoerner, Jeannette
dc.date.accepted2010-11-02
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.identifier.urnurn:nbn:de:hbz:290-2003/27457-2
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.type.publicationtypedoctoralThesisde
dcterms.accessRightsopen access

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Lehrstuhl IV: Analysis, Stochastik