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Article information
2008 , Volume 13, Special issue, p.77-82
Medvedev G.A.
On stochastic nonlinear models of interest rates dynamics
For processes of the interest rates both marginal and joint probability distributions are found. It appears that these distributions belong to a class of the mixed distributions. And at the fixed values of a mixing random variable, the sample values of processes are independently distributed. Some results on these problems are formulated.
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Keywords: The Stochastical Processes of the Financial Mathematics
Author(s):
Medvedev G.A.
Dr. , Professor
Position: Professor
Office: Belarusian State University
Address: Belarus, Minsk
Phone Office: (37517) 296 66 27
E-mail: MedvedevGA@bsu.by
Bibliography link:
Medvedev G.A. On stochastic nonlinear models of interest rates dynamics // Computational technologies. 2008. V. 13. Special issue 5. P. 77-82
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