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However, because the explicit solution of the Vasicek model is perfect, some authors still put their attention to the Vasicek model and its generalized versions.
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The explicit solution expressions (in terms of integrals) are obtained.
Because the sum of geometric Brownian motions is not a geometric Brownian motion, to obtain the explicit solution, we need to determine an approximate option pricing formula.
The explicit solution is sensitive to the chosen time step.
The explicit solution is derived in Section 5.
Although the explicit solution in (15) could be also obtained numerically with the linear optimization, it is worthwhile to express it explicitly, because Condition (17) is fulfilled for specific networks that are of practical relevance, for example.
Let us construct the explicit solution of the integral equation (4.6).
We first examine the reliability and consistency of the explicit solution f denoted in Eq. (26).
In the sequel, we shall establish the explicit solution to (3.23).
The explicit solution for (check {psi }_{0}) depends on the parameterization of p y).
The explicit solution to the integral is reported in Supplementary Section S2.
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