2007•Lecture notes in control and information sciencesRequires access

On diffusion approximation of some term structure models

Dunmu Ji, George Yin

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Key concepts: Limit (mathematics), Term (time), Equivalence (formal languages), Partial differential equation, Applied mathematics, Interpolation (computer graphics), Discrete time and continuous time, Diffusion

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On diffusion approximation of some term structure models — Research Paper | ScholarLens