Regulated Ornstein–Uhlenbeck Process in Pandemic-Time Asset Pricing of Stocks and Derivatives

Author:

Sani Sulaiman,Mhone Peter Y.,Mhlongo Mfundo,Daman Onkabetse A.

Publisher

Springer Science and Business Media LLC

Reference23 articles.

1. Chaiyapo N, Phewchean N (2017) An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand. Adv Difference Equ 2017(1):1–10

2. Boxma O, Deng Q, Zwart A (2002) Waiting-time asymptotics for the M/G/2 queue with heterogeneous servers. Queueing Systems 40:5–31

3. Bradley C, Stumpner P (2021) The impact of COVID-19 on capital markets- one year. Strategy and corporate finance practice. McKinsey & Company, pp 1–8

4. Kurt FL, Francis AL, Lubomir P (2021) Asset mispricing. J Financ Econ 141(3):981–1006

5. William RE, Frank AS (2002) Asset mispricing, arbitrage, and volatility. Federal Reserve Bank of St. Louis Review, pp 19–28

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