Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities Cover

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Interest Rate Modelling in the Presence of Discontinuities and its Sensitivities

Annals of Science and Technology

Volume 6 (2021): Issue 1 (June 2021)

By: Adaobi M. Udoye, Eka O. Ogbaji, Lukman S. Akinola and Maurice N. Annorzie

Open Access

|Jul 2021

Authors

Adaobi M. Udoye

adaobi.udoye@fuoye.edu.ng

Department of Mathematics, Faculty of Science, Federal University Oye-Ekiti, Ekiti, Nigeria

Eka O. Ogbaji

Department of Mathematics and Statistics, Faculty of Pure and Applied Sciences, Federal University Wukari, Taraba, Nigeria

Lukman S. Akinola

Department of Mathematics, Faculty of Science, Federal University Oye-Ekiti, Ekiti, Nigeria

Maurice N. Annorzie

Department of Mathematics, Faculty of Physical Sciences, Imo State University, Owerri, Nigeria

DOI: https://doi.org/10.2478/ast-2021-0002 | Journal eISSN: 2544-6320

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Language: English

Page range: 9 - 15

Submitted on: Dec 23, 2020

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Accepted on: Apr 15, 2021

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Published on: Jul 1, 2021

Published by: Sciendo

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

Compound Poisson process,

Jump-diffusion process,

Related subjects:

Environmental chemistry,

Industrial chemistry,

Analytical Chemistry

© 2021 Adaobi M. Udoye, Eka O. Ogbaji, Lukman S. Akinola, Maurice N. Annorzie, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

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