Di Pan

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Person:1714702



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Extreme risk measurement of carbon market considering multifractal characteristics
Journal of Systems Science and Complexity
2024-08-29Paper
Multifractal cross-correlation analysis between carbon spot and futures markets considering asymmetric conduction effect
Fractals
2022-02-01Paper
Asian option pricing with transaction costs and dividends under the fractional Brownian motion model
Journal of Applied Mathematics
2019-02-01Paper
Asian option pricing with monotonous transaction costs under fractional Brownian motion
Journal of Applied Mathematics
2018-10-10Paper


Research outcomes over time


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