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Vasicek model · Vinony

EntityQ2331759· pop 8· linked from 203 articles

Vasicek model

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mathematical model of interest rates

Connections

stochastic process

queueing theory

Poisson process

càdlàg function

optional stopping theorem

quadratic variation

International Standard Book Number

Wayback Machine

digital object identifier

International Standard Serial Number

machine learning

probability theory

Categories

Financial models Fixed income analysis Interest rates Short-rate models

Sources

wikipedia.externallinksexternallink

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What links here203 pages

Branching process

independent and identically distributed random variables

percolation theory

uniform integrability

Schramm–Loewner evolution

large deviations theory

additive process

Predictable process

Black–Scholes model

Feynman–Kac formula

Donsker's theorem

Markov property

exchangeable random variables

Geometric Brownian motion

convergence of random variables

Doob's martingale inequality