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Modern Stochastics: Theory and Applications


Cited by 2
Option pricing in the model with stochastic volatility driven by Ornstein–Uhlenbeck process. Simulation

PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)
B. P. N. Simanjuntak, B. D. Handari, G. F. Hartono
https://doi.org/10.1063/1.5132454
Conference:  PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018) (PROCEEDINGS OF THE 4TH INTERNATIONAL SYMPOSIUM ON CURRENT PROGRESS IN MATHEMATICS AND SCIENCES (ISCPMS2018)) Volume 2168 (2019), p. 020027
Pricing Defaulted Italian Mortgages
Michela Pelizza, Klaus R. Schenk-Hoppé
https://doi.org/10.3390/jrfm13020031
Journal:  Journal of Risk and Financial Management Volume 13, Issue 2 (2020), p. 31


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