Showing 1 - 5 results of 5 for search '"o-u process"', query time: 2.92s Refine Results
  1. 1
    A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process
    by Kittisak Chumpong, Khamron Mekchay, Sanae Rujivan
    Published 2020-08-01
    Subjects: “...o-u process...”
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    Article
  2. 2
    Optimal Investment Strategy for DC Pension Plan with Stochastic Income and Inflation Risk under the Ornstein–Uhlenbeck Model
    by Yang Wang, Xiao Xu, Jizhou Zhang
    Published 2021-07-01
    Subjects: “...O-U process...”
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    Article
  3. 3
    An Investor’s Investment Plan with Stochastic Interest Rate under the CEV Model and the Ornstein-Uhlenbeck Process
    by Edikan E. Akpanibah, Udeme O. Ini
    Published 2021-08-01
    Subjects: “...O-U process, Stochastic interest rate, Optimal investment plan, Legendre transform, CEV model...”
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    Article
  4. 4
    The martingale approach for vulnerable binary option pricing under stochastic interest rate
    by Guoxiang Liu, Quanxin Zhu, Zhaowei Yan
    Published 2017-01-01
    Subjects: “...O-U process...”
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    Article
  5. 5
    Comparing Information Metrics for a Coupled Ornstein–Uhlenbeck Process
    by James Heseltine, Eun-jin Kim
    Published 2019-08-01
    Subjects: “...O-U process...”
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    Article
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