Applications

Dan Pirjol

doi:10.1007/978-3-031-11143-3_7

Applications

Dan Pirjol

School of Business

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

This chapter presents three applications of the theoretical results presented in Chap. 6 : (i) Simulation of stochastic volatility models with log-normal volatility in discrete time, (ii) Bond pricing in interest rates models with log-normal interest rates; (iii) Growth rates in the inverse exponential stochastic growth model.

Original language	English
Title of host publication	SpringerBriefs in Applied Sciences and Technology
Pages	115-132
Number of pages	18
DOIs	https://doi.org/10.1007/978-3-031-11143-3_7
State	Published - 2022

Publication series

Name	SpringerBriefs in Applied Sciences and Technology
ISSN (Print)	2191-530X
ISSN (Electronic)	2191-5318

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10.1007/978-3-031-11143-3_7

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Applications

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