Jingjun Guo

From MaRDI portal
Person:537624

Available identifiers

zbMath Open guo.jingjunMaRDI QIDQ537624

List of research outcomes





PublicationDate of PublicationType
European option pricing under the log mean-reverting jump diffusion stochastic volatility model2024-12-18Paper
Study on the multiple self-intersection local time of symmetric stable processes2024-10-25Paper
Derivative of multiple self-intersection local time for fractional Brownian motion2024-04-02Paper
https://portal.mardi4nfdi.de/entity/Q61882782024-02-07Paper
https://portal.mardi4nfdi.de/entity/Q50751992022-05-10Paper
https://portal.mardi4nfdi.de/entity/Q33850492021-12-17Paper
https://portal.mardi4nfdi.de/entity/Q49860462021-04-26Paper
https://portal.mardi4nfdi.de/entity/Q51294352020-10-27Paper
https://portal.mardi4nfdi.de/entity/Q51279512020-10-27Paper
Least Squares Estimator for Vasicek Model Driven by Sub-fractional Brownian Processes from Discrete Observations2020-07-02Paper
Higher-order derivative of intersection local time for two independent fractional Brownian motions2019-07-18Paper
https://portal.mardi4nfdi.de/entity/Q46236902019-02-22Paper
Stochastic current of bifractional Brownian motion2019-02-01Paper
Higher-order Derivative Local Time for Fractional Ornstein-Uhlenbeck Processes2018-10-30Paper
https://portal.mardi4nfdi.de/entity/Q46878392018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46885022018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46905372018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46406332018-05-25Paper
On collision local time of two independent fractional Ornstein-Uhlenbeck processes2018-01-29Paper
https://portal.mardi4nfdi.de/entity/Q31324282018-01-29Paper
https://portal.mardi4nfdi.de/entity/Q53715912017-10-20Paper
https://portal.mardi4nfdi.de/entity/Q31939892015-10-28Paper
https://portal.mardi4nfdi.de/entity/Q54981632015-02-11Paper
Some Properties of Delta Function in Local Time of Fractional Brownian Motion2015-02-11Paper
https://portal.mardi4nfdi.de/entity/Q53991012014-02-28Paper
https://portal.mardi4nfdi.de/entity/Q53997722014-02-28Paper
https://portal.mardi4nfdi.de/entity/Q49014852013-01-24Paper
https://portal.mardi4nfdi.de/entity/Q31107112012-01-27Paper
Collision local times of two independent fractional Brownian motions2011-05-20Paper

Research outcomes over time

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