| Publication | Date of Publication | Type |
|---|
European option pricing under the log mean-reverting jump diffusion stochastic volatility model
Acta Mathematicae Applicatae Sinica | 2024-12-18 | Paper |
Study on the multiple self-intersection local time of symmetric stable processes
Acta Mathematica Sinica. Chinese Series | 2024-10-25 | Paper |
Derivative of multiple self-intersection local time for fractional Brownian motion
Journal of Theoretical Probability | 2024-04-02 | Paper |
Asset pricing and simulation analysis based on mixed Gaussian process and jump environment with transaction costs
| 2024-02-07 | Paper |
Mixed Gaussian Heston asset pricing model and statistics simulation analysis
| 2022-05-10 | Paper |
Pricing Asian options under time-changed mixed fractional Brownian motion with transactions costs
| 2021-12-17 | Paper |
Optimal investment strategies for a class of risky assets with jump-diffusion dependence under the stochastic interest rate
| 2021-04-26 | Paper |
scientific article; zbMATH DE number 7266443 (Why is no real title available?)
| 2020-10-27 | Paper |
Asset pricing and simulation under the environment of jumping and mixed Gaussian process
| 2020-10-27 | Paper |
Least Squares Estimator for Vasicek Model Driven by Sub-fractional Brownian Processes from Discrete Observations
| 2020-07-02 | Paper |
Higher-order derivative of intersection local time for two independent fractional Brownian motions
Journal of Theoretical Probability | 2019-07-18 | Paper |
Collision local time of two independent multifractional Brownian motions
| 2019-02-22 | Paper |
Stochastic current of bifractional Brownian motion
Journal of Applied Mathematics | 2019-02-01 | Paper |
Higher-order Derivative Local Time for Fractional Ornstein-Uhlenbeck Processes
| 2018-10-30 | Paper |
Pricing of European option in sub-factional Brownian motion with dividend payments
| 2018-10-22 | Paper |
scientific article; zbMATH DE number 6961412 (Why is no real title available?)
| 2018-10-22 | Paper |
Perpetual American pricing option in the mixed Gaussian model with dividend
| 2018-10-22 | Paper |
Local time of mixed Brownian motion and subfractional Brownian motion
| 2018-05-25 | Paper |
On collision local time of two independent fractional Ornstein-Uhlenbeck processes
Acta Mathematica Scientia. Series B. (English Edition) | 2018-01-29 | Paper |
European option pricing under sub-fractional Vasicek stochastic interest rate model
| 2018-01-29 | Paper |
Local time of mixed Brownian motion and fractional Brownian motion
| 2017-10-20 | Paper |
Pattern formation in a volume-filling chemotaxis model
| 2015-10-28 | Paper |
Chaos decomposition of local time for \(d\)-dimensional fractional Brownian motion with \(N\)-parameters
| 2015-02-11 | Paper |
Some properties of delta function in local time of fractional Brownian motion
| 2015-02-11 | Paper |
Weighted local time of fractional Brownian motion
| 2014-02-28 | Paper |
scientific article; zbMATH DE number 6263606 (Why is no real title available?)
| 2014-02-28 | Paper |
Generalized local time of the indefinite Wiener integral: white noise approach
| 2013-01-24 | Paper |
scientific article; zbMATH DE number 6001287 (Why is no real title available?)
| 2012-01-27 | Paper |
Collision local times of two independent fractional Brownian motions
Frontiers of Mathematics in China | 2011-05-20 | Paper |
