Künye "Nabati, P. (2022). The mean reverting Ornstein-Uhlenbeck processes with nonlinear autoregressive drift term innovations. TWMS Journal Of Applied And Engineering Mathematics, 12(3), 931-939." JAEM 2022, Vol 12, No 3 için listeleme
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The mean reverting Ornstein-Uhlenbeck processes with nonlinear autoregressive drift term innovations
(Işık University Press, 2022)The main purpose of this paper is to present a new approach for energy markets governed by a two-factor Ornstein-Uhlenbeck process with a stochastic nonlinear autoregressive drift term innovation and an unknown diffusion ...