OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895): Difference between revisions

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Latest revision as of 01:34, 15 August 2024

scientific article; zbMATH DE number 7143842
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English
OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method
scientific article; zbMATH DE number 7143842

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    OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (English)
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    17 December 2019
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    SHIBOR
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    business time
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    positive and negative subordinate processes
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    OU process
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