搜索结果: 1-1 共查到“应用经济学 Markov-functional”相关记录1条 . 查询时间(0.125 秒)
Phase transition in a log-normal Markov functional model
Phase transition log-normal Markov functional model
2010/10/21
We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corres...