The following pages link to Dan Tang (Q490163):
Displaying 18 items.
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- The stochastic wave equations driven by fractional and colored noises (Q606273) (← links)
- Large deviation for stochastic Cahn-Hilliard partial differential equations (Q839742) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Low-rate DoS attack detection based on two-step cluster analysis (Q2218941) (← links)
- Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy'' (Q2252286) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- Explosive solutions of stochastic wave equations with damping on \(\mathbb R^d\) (Q2466491) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- (Q2991007) (← links)
- (Q3017488) (← links)
- COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032) (← links)
- (Q3428429) (← links)
- Lyapunov exponent estimates of a class of higher-order stochastic Anderson models (Q3532531) (← links)
- (Q4900812) (← links)
- (Q4980768) (← links)
- (Q5035613) (← links)
- Pricing vulnerable basket spread options with liquidity risk (Q6154208) (← links)
