Vasicek interest rate model under Lévy process and pricing bond option.

Oldouz Samimi Farshid Mehrdoust

Published in: Commun. Stat. Simul. Comput. (2024)

Keyphrases

statistical model
mathematical model
high level
computational model
process model
experimental data
theoretical analysis
neural network
generation process
theoretical framework
input data
management system
probabilistic model
formal model
optimization process
pricing model
profit maximization