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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: 18.222.111.44 |
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