Nabati, Parisa, Faculty of Science, Urmia University of Technology, Urmia, Iran, Iran, Islamic Republic of
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Vol 36, No 7 (2022) - Miljana Jovanovic -Stochastic Differential equations, Financial mathematics
Three-factor mean reverting Ornstein-Uhlenbeck process with stochastic drift term innovations: Nonlinear autoregressive approach with dependent error
Abstract
ISSN: 2406-0933