OU Models Based On Positive And Negative Subordinate Processes applying in SHIBOR Time Series Analysis And Derivative Pricing Through Discrete Diferential Method

Yahua Yin; Shaowen Li; Timing Yu; Roca-González, J.L.. (2019).
OU Models Based On Positive And Negative Subordinate Processes applying in SHIBOR Time Series Analysis And Derivative Pricing Through Discrete Diferential Method. Journal of Difference Equations and Applications., 9(25), 1302-1320.
https://doi.org/10.1080/10236198.2019.1583749

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