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https://dspace.ctu.edu.vn/jspui/handle/123456789/4567Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Trần, Phước Lộc | - |
| dc.contributor.author | Trần, Hùng Thao | - |
| dc.date.accessioned | 2018-09-28T03:55:00Z | - |
| dc.date.available | 2018-09-28T03:55:00Z | - |
| dc.date.issued | 2014 | - |
| dc.identifier.uri | http://dspace.ctu.edu.vn/jspui/handle/123456789/4567 | - |
| dc.description.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. | vi_VN |
| dc.language.iso | en | vi_VN |
| dc.relation.ispartofseries | East-West J. of Mathematics;16 .- p.192-200 | - |
| dc.subject | Mean reversion | vi_VN |
| dc.subject | Schwartz model with jumps | vi_VN |
| dc.title | A Note on Fractional Schwartz Models for Mean Reversion | vi_VN |
| dc.type | Article | vi_VN |
| 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: 216.73.216.103 |
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