Article · Journal · 2017

EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT

International Journal of Theoretical and Applied Finance

Citations: 7from other works
Field-weighted impact: 0.331.00 is the world average for its field and year
Among its field: 65th percentileby citations, against works of its field and year
Authors: 2from 4 institutions

Authors

2 authors across 4 institutions in 3 countries

Xiaoyang ZhuoFirst author
as printed: XIAOYANG ZHUO
Olivier Menoukeu-PamenSenior authorCorresponding
- African Institute for Mathematical Sciences Ghana (GH)
- University of Ghana (GH)
as printed: OLIVIER MENOUKEU-PAMEN