A Note on Fractional Schwartz Models for Mean Reversion

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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

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