12 citations · 16 across the 14 of their papers we have counts for
1 paper · 1 filter
Michal Barski, Jerzy Zabczyk
The paper is concerned with stochastic equations for the short rate process R dR(t)=F(R(t))dt+G(R(t−))dZ(t), in the affine model of the bond prices. The equation is driven…