The following pages link to Wei-Lin Xiao (Q711394):
Displaying 26 items.
- (Q423298) (redirect page) (← links)
- (Q1934444) (redirect page) (← links)
- Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion (Q423299) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- A fuzzy portfolio selection method based on possibilistic mean and variance (Q841982) (← links)
- Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980) (← links)
- Pricing equity warrants with a promised lowest price in Merton's jump-diffusion model (Q1619668) (← links)
- Arbitrage with fractional Gaussian processes (Q1620481) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Asymptotic theory for rough fractional Vasicek models (Q1738407) (← links)
- The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate (Q1782521) (← links)
- Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes (Q1934446) (← links)
- Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion (Q2039768) (← links)
- Parameter identification for mixed fractional Brownian motions with the drift parameter (Q2164277) (← links)
- Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process (Q2682955) (← links)
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
- Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
- (Q3110243) (← links)
- (Q3408227) (← links)
- (Q3447931) (← links)
- ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL (Q4629570) (← links)
- Parameter identification for the discretely observed geometric fractional Brownian motion (Q5220717) (← links)
- Parameter Identification for Drift Fractional Brownian Motions with Application to the Chinese Stock Markets (Q5265826) (← links)
- (Q5398624) (← links)
- Maximum-likelihood estimators in the mixed fractional Brownian motion (Q5402581) (← links)
