Results 61 to 67 of about 90 (67)

Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations

Mathematical Methods in the Applied Sciences, 2023
Mahmoud Rawashdeh, Nazek Obeidat
exaly  

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

Stochastics, 2022
Guangjun Shen
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, Xiaoyan Chen, Xili Zhang   +2 more
exaly  

Statistical inference for Vasicek-type model driven by Hermite processes

Stochastic Processes and Their Applications, 2019
Ivan Nourdin
exaly  

Pricing and Analysis of European Chooser Option Under The Vasicek Interest Rate Model

International Journal of Theoretical and Applied Mathematics, 2020
exaly  

Statistical properties of parameter estimators in the fractional Vasicek model

2019
openaire   +1 more source