Results 91 to 95 of about 14,774,356 (95)

Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion

Stochastics, 2021
Guangjun Shen, Zheng Tang, Xiuwei Yin
openaire   +1 more source

Calibrating Fractional Vasicek Model

Communications in Statistics - Theory and Methods, 2023
Yuecai Han
exaly  

Statistical inference of the complex fractional Vasicek model with Hurst index H∈(0,12)

Communications in Statistics - Theory and Methods
Jingjun Guo, Zheng Tang, Yong Chen
openaire   +1 more source

The Valuation of Equity Warrants Under the Fractional Vasicek Process of the Short-Term Interest Rate

Physica A: Statistical Mechanics and Its Applications, 2014
Weiguo Zhang, Xili Zhang
exaly  

Statistical properties of parameter estimators in the fractional Vasicek model

2019
openaire   +1 more source