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Published Articles with Keyword: closed-form solution
- Title: Bond Pricing Under Sticky OU Process
Authors: Haoyan Zhang, Yece Zhou, Yingxu Tian
Doi: 10.37394/23207.2024.21.170
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Published in WSEAS Transactions on Business and Economics, Volume 21, 2024 - Title: Optimal Consumption and Portfolio Decisions with Stochastic Affine Interest Rate Model
Authors: Hao Chang
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Published in WSEAS Transactions on Mathematics, Volume 15, 2016 - Title: Optimal Investment and Consumption Decisions Under the Ho-Lee Interest Rate Model
Authors: Hao Chang, Xi-Min Rong, Hui Zhao
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Published in WSEAS Transactions on Mathematics, Volume 12, 2013