The impact of financial risks on financial investment in infrastructure: based on a two-factor stochastic differential equation
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Publication:2244403
DOI10.1155/2021/9112739zbMath1486.91085OpenAlexW3206585422WikidataQ114255133 ScholiaQ114255133MaRDI QIDQ2244403
Hongchang Li, Xuemeng Guo, Qi-Ming Zhang
Publication date: 12 November 2021
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/9112739
Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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