Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117): Difference between revisions

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-.1186/s13662-018-1593-z
@@ Property / DOI: 10.1186/s13662-018-1593-z / rank @@
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@@ Property / cites work @@
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+Valuation of portfolio credit derivatives with default intensities using the Vasicek model
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+The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
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+Partial information about contagion risk, self-exciting processes and portfolio optimization
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+Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making
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+Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform
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+High accurate modified WENO method for the solution of Black-Scholes equation
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+New aspects of the adaptive synchronization and hyperchaos suppression of a financial model
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+Moments of compound renewal sums with discounted claims
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@@ Property / DOI @@
+.1186/S13662-018-1593-Z
@@ Property / DOI: 10.1186/S13662-018-1593-Z / rank @@
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