Establishes Asymptotic Plateau Theorem for generalized Abel ODEs proving global existence, monotonicity, boundedness and convergence to finite limit, plus numerical method and credit-risk application.
Vasicek,An equilibrium characterization of the term structure, J
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Asymptotic Plateaus for Generalized Abel Equations with Financial Applications
Establishes Asymptotic Plateau Theorem for generalized Abel ODEs proving global existence, monotonicity, boundedness and convergence to finite limit, plus numerical method and credit-risk application.