Parameter Estimation of the Extended Vasiček Model by Sanae RUJIVAN

Subjects: “…The extended Vasiček model…”
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Calibration of time-dependent volatility for European options under the fractional Vasicek model by Jiajia Zhao, Zuoliang Xu

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Simultaneous Calibration of European Option Volatility and Fractional Order under the Time Fractional Vasicek Model by Yunkang Du, Zuoliang Xu

Subjects: “…time fractional Vasicek model…”
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On the Bias of the Unbiased Expectation Theory by Renato França, Raquel M. Gaspar

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Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes by Chun-Hao Cai, Yin-Zhong Huang, Lin Sun, Wei-Lin Xiao

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Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model by Stanislav Lohvinenko, Kostiantyn Ralchenko, Olga Zhuchenko

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MODELIRANJE ROČNE STRUKTURE KAMATNIH STOPA NA BAZI JEDNOFAKTORSKOG VASIČEK MODELA by Vesna Prorok

Subjects: “…Vasicek model…”
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Asian option pricing under sub-fractional vasicek model by Lichao Tao, Yuefu Lai, Yanting Ji, Xiangxing Tao

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Multi-assets Asian rainbow options pricing with stochastic interest rates obeying the Vasicek model by Yao Fu, Sisi Zhou, Xin Li, Feng Rao

Subjects: “…vasicek model…”
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Consistent Re-Calibration of the Discrete-Time Multifactor Vasiček Model by Philipp Harms, David Stefanovits, Josef Teichmann, Mario V. Wüthrich

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Maximum Likelihood Estimation in the Fractional Vasicek Model by Stanislav Lohvinenko, Kostiantyn Ralchenko

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Approximate Closed-Form Solutions for Pricing Zero-Coupon Bonds in the Zero Lower Bound Framework by Jae-Yun Jun, Yves Rakotondratsimba

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Statistical inference for nonergodic weighted fractional Vasicek models by Khalifa Es-Sebaiy, Mishari Al-Foraih, Fares Alazemi

Subjects: “…Weighted fractional Vasicek model…”
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Time-Consistent Investment and Reinsurance Strategies for Mean-Variance Insurers under Stochastic Interest Rate and Stochastic Volatility by Jiaqi Zhu, Shenghong Li

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Inferred Rate of Default as a Credit Risk Indicator in the Bulgarian Bank System by Vilislav Boutchaktchiev

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Extremal Analysis of Flooding Risk and Its Catastrophe Bond Pricing by Jiayi Li, Zhiyan Cai, Yixuan Liu, Chengxiu Ling

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Maximum Likelihood Estimation for the Fractional Vasicek Model by Katsuto Tanaka, Weilin Xiao, Jun Yu

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Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models by Yuliya Mishura, Kostiantyn Ralchenko

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Machine Learning for Multiple Yield Curve Markets: Fast Calibration in the Gaussian Affine Framework by Sandrine Gümbel, Thorsten Schmidt

Subjects: “…Vasiček model…”
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Unequal Interval Dynamic Traffic Flow Prediction with Singular Point Detection by Chang Guo, Demin Li, Xuemin Chen

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