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Published in 2021 at "Mathematical Problems in Engineering"
DOI: 10.1155/2021/9920240
Abstract: This paper studies the European option pricing on the zero-coupon bond in which the Skew Vasicek model uses to predict the interest rate amount. To do this, we apply the skew Brownian motion as the…
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Keywords:
skew vasicek;
option;
transaction;
bond ... See more keywords