Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Fukiat Nualsri"'
Publikováno v:
Mathematics, Vol 12, Iss 17, p 2667 (2024)
An analytical derivation of the conditional moment-generating function (MGF) for a regime-switching nonlinear drift constant elasticity of variance process is established. The proposed model incorporates both regime-switching mechanisms and nonlinear
Externí odkaz:
https://doaj.org/article/776e85010fe141dfa219b31210c2ae29
Autor:
Fukiat Nualsri, Khamron Mekchay
Publikováno v:
Symmetry, Vol 14, Iss 5, p 933 (2022)
Contingent claims, such as bonds, swaps, and options, are financial derivatives whose payoffs depend on uncertain future real values of underlying assets which emphasize various real-world applications. In general, valuations for contingent claims ca
Externí odkaz:
https://doaj.org/article/b7e5f8db8dde48aebc65da857add6573