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1.
Regularity of the collision local time process of bifractional Brownian motions
分式布朗运动相遇局部时过程的规则性
2.
The Regularity of the Integrable Stochastic Processes Driven by Fractional Brownian Motion with H<1/2
关于分式布朗运动(H<1/2)可积的随机过程的正则性
3.
The Generalization of a Behavior Model of Stock Price --From Brownian Motion to Fractional Brownian Motion;
一种股票价格行为模式的一般化——从布朗运动到分形布朗运动
4.
On Some Maximal Inequalities for the Mixed Fractional Brownian Motion;
关于混合分数布朗运动的极大不等式
5.
Pricing European Foreign Currency Options under Fractional Brownian Motion;
分形布朗运动下的欧式外汇期权定价
6.
PRICING OF EUROPEAN BARRIER OPTIONS IN A FRACTIONAL BROWNIAN MOTION
分数次布朗运动的欧式障碍期权定价
7.
Pricing European currency options in a fractional Brownian environment
分数布朗运动下欧式汇率期权的定价
8.
Pricing of European Option in a Fractional Brownian Motion Environment
分数布朗运动环境下的欧式期权定价
9.
European Call Option Pricing under a Mixed Fractional Brownian Motion Environment;
混合分数布朗运动环境下的欧式期权定价
10.
Credit Risk First-passage Approach in Fractional Brownian Motion Environment;
分数布朗运动下信用风险首次触发范式
11.
PRICING OF EUROPEAN POWER OPTIONS IN MULTIDIMENSIONAL FRACTIONAL BROWN MOTIONS ENVIRONMENT;
分数布朗运动环境下欧式幂期权的定价
12.
Pricing formulas of European options with power payoff in fractional Brownian motion environment
分数布朗运动环境下幂型支付的期权定价公式
13.
An actuarial pricing options on stocks driven by fractional Brownian Motion and Poisson jump process;
分数布朗运动和泊松过程共同驱动下的欧式期权定价
14.
Pricing and Hedging of an Asia Option Whose Price of Underlying Asset Follows Fractional Brown Motion
标的资产由分数维布朗运动驱动的亚式期权定价及套期保值
15.
The Multifractal Analysis for the Sample Paths of Additive Brownian Motion
可加布朗运动样本轨道的重分形分析
16.
American Call Option Pricing Method in Fractional Brownian Motion Environment;
分数布朗运动环境下的美式看涨期权的定价方法
17.
Pricing on European contingent claim with stochastic life under fractional Brownian motion environment;
分数布朗运动环境下具有随机寿命的欧式未定权益的定价
18.
PRICING OF EUROPEAN OPTION ON DIVIDEND-PAYING STOCK IN A FRACTIONAL BROWNIAN MOTION ENVIRONMENT;
分数布朗运动环境中标的资产有红利支付的欧式期权定价