OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing -- through discrete differential method (Q5205895)
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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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0.7409073710441589
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0.7401918172836304
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0.7387010455131531
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0.732305109500885
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