Jingjun Guo

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
European option pricing under the log mean-reverting jump diffusion stochastic volatility model	2024-12-18	Paper
Study on the multiple self-intersection local time of symmetric stable processes	2024-10-25	Paper
Derivative of multiple self-intersection local time for fractional Brownian motion	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
https://portal.mardi4nfdi.de/entity/Q5129435	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	2019-07-18	Paper
Collision local time of two independent multifractional Brownian motions	2019-02-22	Paper
Stochastic current of bifractional Brownian motion	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
https://portal.mardi4nfdi.de/entity/Q4688502	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	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
https://portal.mardi4nfdi.de/entity/Q5399772	2014-02-28	Paper
Generalized local time of the indefinite Wiener integral: white noise approach	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3110711	2012-01-27	Paper
Collision local times of two independent fractional Brownian motions	2011-05-20	Paper

Research outcomes over time

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