论文标题
限制与霍克斯跳跃的船体白色模型的定理
Limit theorems for Hull-White model with Hawkes jumps
论文作者
论文摘要
在本文中，我们获得了与霍克斯跳跃的船体白色模型相结合的限制定理，包括大数量，中央限制定理和较大偏差。在利率建模领域，它在表征长期回报率方面具有意义。
In the present paper, we obtain limit theorems for a catogary of Hull-White models with Hawkes jumps including law of large numbers, central limit theorem, and large deviations. In the field of interest rate modeling, it is meaningful in characterizing a long-term rate of return.
