The following pages link to A fractional Hull-White model (Q817076):
Displaying 5 items.
- Fractional-moment capital asset pricing model (Q603474) (← links)
- A fractional credit model with long range dependent default rate (Q1939342) (← links)
- Using the Hull and White two factor model in bank treasury risk management (Q2782357) (← links)
- T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion (Q5086858) (← links)
- Least squares estimations for approximate fractional vasicek model driven by a semimartingale (Q6104221) (← links)
