European option pricing model with generalized Ornstein–Uhlenbeck process under stochastic earning yield and stochastic dividend yield
Abstract This paper aims to examine and establish the models for European option pricing which include parameters of stochastic dividend yield and stochastic earning yield. We generalize the Ornstein–Uhlenbeck process and define it as generalized Ornstein–Uhlenbeck process. We have learned that the...
Збережено в:
| Автори: | , |
|---|---|
| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
SpringerOpen
2019-07-01
|
| Серія: | Advances in Difference Equations |
| Предмети: | |
| Онлайн доступ: | http://link.springer.com/article/10.1186/s13662-019-2210-5 |
| Теги: |
Немає тегів, Будьте першим, хто поставить тег для цього запису!
|