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Showing 1 - 20 results of 67 for search '"Ornstein–Uhlenbeck process"', query time: 2.92s Refine Results
  1. 1
    European call option issued on a bond governed by a geometric or a fractional geometric Ornstein-Uhlenbeck process
    by Yu. Mishura, G. Rizhniak, V. Zubchenko
    Published 2014-06-01
    Subjects: “...modified geometric Ornstein-Uhlenbeck process...”
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    Article
  2. 2
    Relationship between Age and Value of Information for a Noisy Ornstein–Uhlenbeck Process
    by Zijing Wang, Mihai-Alin Badiu, Justin P. Coon
    Published 2021-07-01
    Subjects: “...noisy Ornstein–Uhlenbeck process...”
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    Article
  3. 3
    Inference on the effect of non homogeneous inputs in Ornstein-Uhlenbeck neuronal modeling
    by Giuseppina Albano, Virginia Giorno
    Published 2020-01-01
    Subjects: “...ornstein-uhlenbeck process...”
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    Article
  4. 4
    Least-Squares Estimators of Drift Parameter for Discretely Observed Fractional Ornstein–Uhlenbeck Processes
    by Pavel Kříž, Leszek Szała
    Published 2020-05-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  5. 5
    An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
    by Nattiya Chaiyapo, Nattakorn Phewchean
    Published 2017-06-01
    Subjects: “...Ornstein-Uhlenbeck process...”
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    Article
  6. 6
    Pricing the European call option in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Exact formulas
    by Sergii Kuchuk-Iatsenko, Yuliya Mishura
    Published 2015-09-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  7. 7
    Exploring Finite-Sized Scale Invariance in Stochastic Variability with Toy Models: The Ornstein–Uhlenbeck Model
    by Nachiketa Chakraborty
    Published 2020-11-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  8. 8
    PERSAMAAN DIFERENSIAL ORNSTEIN-UHLENBECK DALAM PERAMALAN HARGA SAHAM
    by Amam Taufiq Hidayat, Subanar Subanar
    Published 2020-06-01
    Subjects: “...ornstein-uhlenbeck process...”
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    Article
  9. 9
    A study of dividend yield model under stochastic earning yield environment in stock exchange of Thailand
    by P. Vatiwutipong, N. Phewchean
    Published 2019-07-01
    Subjects: “...Compound Ornstein–Uhlenbeck process...”
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    Article
  10. 10
    Forecasting product sales with a stochastic Bass model
    by Johan Grasman, Marcel Kornelis
    Published 2019-02-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  11. 11
    Application of OU processes to modelling temporal dynamics of the human microbiome, and calculating optimal sampling schemes
    by Toby Kenney, Junqiu Gao, Hong Gu
    Published 2020-10-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  12. 12
    A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach
    by Anton Tenyakov, Rogemar Mamon
    Published 2017-12-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  13. 13
    Parameter estimation for nonergodic Ornstein-Uhlenbeck process driven by the weighted fractional Brownian motion
    by Panhong Cheng, Guangjun Shen, Qin Chen
    Published 2017-11-01
    Subjects: “...Ornstein-Uhlenbeck process...”
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    Article
  14. 14
    Numerical Simulation of the Heston Model under Stochastic Correlation
    by Long Teng, Matthias Ehrhardt, Michael Günther
    Published 2017-12-01
    Subjects: “...Ornstein-Uhlenbeck process...”
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    Article
  15. 15
    Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps
    by Wenrui Li, Qimin Zhang, Meyer-Baese Anke, Ming Ye, Yan Li
    Published 2020-03-01
    Subjects: “...ornstein-uhlenbeck process...”
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    Article
  16. 16
    El Teorema del Límite Central Funcional con algunas aplicaciones a raíces unitarias con cambios estructurales
    by Juan Carlos Aquino, Gabriel Rodríguez
    Published 2013-07-01
    Subjects: “...ornstein-uhlenbeck process...”
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    Article
  17. 17
    Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process
    by Dmytro Marushkevych
    Published 2016-06-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
  18. 18
    Stochastic autoregressive volatility model for exchange rates
    by Nittaya McNeil, Don McNeil, Nino Kordzakhia
    Published 2008-10-01
    Subjects: “...Ornstein-Uhlenbeck process...”
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    Article
  19. 19
    Diffusion approximation of recurrent schemes for financial markets, with application to the Ornstein-Uhlenbeck process
    by Yuliya Mishura
    Published 2015-01-01
    Subjects: “...Ornstein-Uhlenbeck process...”
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    Article
  20. 20
    Averaged deviations of Orlicz processes and majorizing measures
    by Rostyslav Yamnenko
    Published 2016-11-01
    Subjects: “...Ornstein–Uhlenbeck process...”
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    Article
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