Sökning: "Andriy Andreev"
Hittade 1 avhandling innehållade orden Andriy Andreev.
1. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications
Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER
Resultatsidor:
1