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Publication:3307731
DOI10.13763/J.CNKI.JHEBNU.NSE.2020.01.003zbMath1449.91159MaRDI QIDQ3307731
Publication date: 12 August 2020
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
partial differential equationsub-fractional Brownian motionMellin transform methodVašíček stochastic rate model
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Laplace transform (44A10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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