A NOTE ON FRACTIONAL SCHWARTZ MODELS FOR MEAN REVERSION

Tran Phuoc Loc, Tran Hung Thao

Abstract


The aim of this paper is to introduce a fractional Schwartz model
with jumps. An approximate approach is used to find the solution and
its long-term level for the first model. And the behavior of the solution
for the second model with jumps is investigated as well.


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