Li, Yuqiang Approximating nonlinear models of interest rates with branching processes. (Chinese. English summary) Zbl 1195.91169 Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 1, 1-9 (2009). Summary: This paper proves a limit theorem of sequences of the state-dependent branching processes, which shows that nonlinear models for the term structure of interest rates can be approximated by state-dependent branching processes. Cited in 2 Documents MSC: 91G30 Interest rates, asset pricing, etc. (stochastic models) 60J80 Branching processes (Galton-Watson, birth-and-death, etc.) 60F05 Central limit and other weak theorems Keywords:state-dependent branching processes; nonlinear models of interest rates; limit theorems; weak convergence PDFBibTeX XMLCite \textit{Y. Li}, Acta Math. Sci., Ser. A, Chin. Ed. 29, No. 1, 1--9 (2009; Zbl 1195.91169)