Jump-diffusion process of interest Rates and the Malliavin calculus

[PDF] diogenes.bg

[PDF][PDF] GENERALIZATION OF A VARIANCE-GAMMA-DRIVEN INTEREST RATE DERIVATIVE

AM Udoye, MF Salami - International Journal of Applied Mathematics, 2024 - diogenes.bg
International Journal of Applied Mathematics Volume 37 No. 2 2024, 239–245 Page 1
International Journal of Applied Mathematics Volume 37 No. 2 2024, 239–245 ISSN: 1311-1728 …
相关文章 所有 4 个版本
[PDF] fountainjournals.com

Extension of Short Rate Model Under a Lévy Process

AM Udoye - Fountain Journal of Natural and Applied Sciences, 2023 - fountainjournals.com
A lot of abnormalities occur in real-life scenarios, thus leading to some difficulties in
modelling such scenarios without a deeper understanding of certain aspects of Lévy …
相关文章 所有 3 个版本
[PDF] naturalspublishing.com

[引用][C] Ornstein-Uhlenbeck operator for correlated random variables

AM Udoye, Y Yakubu, EO Adeyefa, EO Egbaji… - 2021 - IAENG International Journal of …
被引用次数：3 相关文章 所有 8 个版本