Yet more on a stochastic economic model: Part 3A: stochastic interpolation: Brownian and Ornstein–Uhlenbeck (OU) bridges

Publisher: Cambridge University Press

E-ISSN: 1748-5002|11|1|74-99

ISSN: 1748-4995

Source: Annals of Actuarial Science, Vol.11, Iss.1, 2016-11, pp. : 74-99

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Abstract