LRC Digital repo
DSpace preserves and enables easy and open access to all types of digital content including text, images, moving images, mpegs and data sets
Please use this identifier to cite or link to this item:
https://dspace.ctu.edu.vn/jspui/handle/123456789/4567| Title: | A Note on Fractional Schwartz Models for Mean Reversion |
| Authors: | Trần, Phước Lộc Trần, Hùng Thao |
| Keywords: | Mean reversion Schwartz model with jumps |
| Issue Date: | 2014 |
| Series/Report no.: | East-West J. of Mathematics;16 .- p.192-200 |
| Abstract: | The aim of this paper is to introduce a fractional Schwartz model with jumps. An approximate approach is used to find the solution and its long-term level for the first model. And the behavior of the solution for the second model with jumps is investigated as well. |
| URI: | http://dspace.ctu.edu.vn/jspui/handle/123456789/4567 |
| Appears in Collections: | Tạp chí quốc tế |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| _file_ | 442.05 kB | Adobe PDF | View/Open | |
| Your IP: 216.73.216.146 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.