, 2008 The purpose of this paper is to study the generalized Fong--Vasicek two-factor interest rate model with stochastic volatility. In this model the dispersion of the stochastic short rate (square of volatility) is assumed to be stochastic as well and it ...
Sevcovic, D., Stehlikova, B.
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A geometric approach to pinned pulses in a class of non-autonomous reaction–diffusion equations
European Journal of Applied MathematicsThis paper develops a geometric and analytical framework for studying the existence and stability of pinned pulse solutions in a class of non-autonomous reaction–diffusion equations.
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