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1 result for “Sub-Exponential Shock”

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Research ArticleOpen accessIn the keywordsStochastic Model for Pricing Normal Bonds when Maturity Periods Cross Over to Pandemic PeriodSulaiman Sani, Siphelele LushabaIn this study, Ito form for normal bonds trading where maturity periods cross over to COVID-19 pandemic period is presented. It is shown that normal bonds in this period experience path reversals respective to their canonical paths. The criterion used in arriving at this striking result is also presented. As a key recommendation, it is necessary that bondholders enact flexible … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 6 May 2023 · 6,094 accessesView PDFCite