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Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion.

Qing ZhouQian WangWeixing Wu
Published in: J. Syst. Sci. Complex. (2019)
Keyphrases
  • fractional brownian motion
  • financial markets
  • data mining
  • long term
  • graphical models
  • maximum likelihood
  • non stationary
  • long range