OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method

Document Details

Document Type
Pub Defense Publication
Publication Date
Mar 01, 2019
Source ID
10.1080/10236198.2019.1583749

Entities

People

  • José Luis Roca
  • Shaowen Li
  • Timing Yu
  • Yahua Yin

Organizations

  • Generalitat Valenciana
  • Marie Skłodowska-Curie Actions
  • Ministry of Education and Culture (Spain, 1996-2000)
  • National Fund for Scientific and Technological Development
  • National Natural Science Foundation of China
  • Russian Science Foundation
  • Southwestern University of Finance and Economics