ARTICLE
|
doi:10.20944/preprints202402.0336.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Stochastic correlation; CIR model; conditional characteristic functions; Stochastic Differential Equation; Financial modeling; Option pricing; COS method
Online: 6 February 2024 (07:26:36 CET)
ARTICLE
|
doi:10.20944/preprints202404.1078.v1
Subject:
Environmental And Earth Sciences,
Space And Planetary Science
Keywords:
solar energetic particles (SEP); corotating interaction regions (CIR); magnetohydrody- 19 namic (MHD)
Online: 16 April 2024 (17:28:40 CEST)
ARTICLE
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
contagion risk; insurance premium; aggregate claims; default-free bond pricing; self-exciting process; Hawkes process; CIR process
Online: 28 August 2019 (04:00:41 CEST)