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双分数布朗运动下可分离交易可转债的定价The Pricing for Warrant Bonds under Double Fractional Brownian Motion
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应用数学进展Vol.3 No.4, 全文下载: PDF HTML DOI:10.12677/AAM.2014.34031, November 26 2014
分数布朗运动的指数泛函The Exponential Functional of Fractional Brownian Motion
胡鑫宇, 郭 睿, 闫理坦
理论数学Vol.10 No.10, 全文下载: PDF HTML XML DOI:10.12677/PM.2020.1010111, October 27 2020
抛物型SPDE中假设检验的中偏差原理Moderate Deviations of Hypothesis Testing in Stochastic Partial Differential Equations
崔汝伟
理论数学Vol.5 No.2, 全文下载: PDF HTML XML DOI:10.12677/PM.2015.52005, March 2 2015
分数布朗运动下的亚式重置期权定价Fractional Brownian Motion under the Asian Reset Option Pricing
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理论数学Vol.9 No.4, 全文下载: PDF HTML XML DOI:10.12677/PM.2019.94073, June 27 2019
分数布朗运动驱动的自排斥扩散的渐近行为与参数估计Asymptotic Behavior and Estimation of Self-Repelling Diffusion Driven by Fractional Brownian Motion (fBm)
薛红飞, 闫理坦
理论数学Vol.14 No.4, 全文下载: PDF HTML XML DOI:10.12677/pm.2024.144111, April 17 2024