Results 81 to 88 of about 129 (88)

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  

A New Stabled Relaxation Method for Pricing European Options Under the Time-Fractional Vasicek Model

Computational Economics, 2022
Hassen Arfaoui, Kharrat Mohamed
exaly  

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

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

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

Stochastics, 2022
Guangjun Shen, Xiuwei Yin
exaly  

The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate

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