Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives
Year of publication: |
2024
|
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Authors: | Sani, Sulaiman ; Mhone, Peter Y. ; Mhlongo, Mfundo ; Daman, Onkabetse A. |
Published in: |
Operations research forum. - Cham : Springer International Publishing, ISSN 2662-2556, ZDB-ID 2978290-9. - Vol. 5.2024, 1, Art.-No. 14, p. 1-11
|
Subject: | Compound process | Fitting | OU assets | Regulated-OU | Derivat | Derivative | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection |
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