Перегляд за автором "Zubchenko, V."

Сортувати за: Порядок: Результатів:

  • Long-term returns in stochastic interest rate models 
    Zubchenko, V. (2007)
    We consider the behavior of integral functional of the solution of stochastic differential equation with coefficients contained small parameter. The dependence on the order of small parameter in every term of equation with ...