1.
Credit Risk Management in Fractional Brownian Motion Model
分数次布朗运动模型的信用风险管理
2.
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
3.
PRICING OF CAPPED CALLS WITH TRANSACTION COST IN FRACTIONAL BROWNIAN MOTION ENVIRONMENT;
分数次布朗运动环境中的有交易成本的上限型买权的期权定价
4.
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
5.
Fractional Brownian Motion Model of Sea Clutter and Its Application
海杂波的分数布朗运动模型及其应用
6.
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
7.
Optimal portfolio in fractional Brownian motion environment;
分数布朗运动环境下的最优投资组合
8.
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
9.
Some Properties of a Generalized Fractional Brownian Motion
广义分数布朗运动的若干性质(英文)
10.
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
11.
Hurst exponent plays an important role in brownian motion.
Hurst指数是描述分数布朗运动的重要指标。
12.
Parameter Estimation of Fractional Brownian Motion via Wavelet Transformation;
基于小波变换的分数布朗运动参数估计
13.
Fractal Dimension Estimation of Signal Based on Fractal Brownian Motion Model
基于分形布朗运动模型信号分维数估计
14.
Analyzing Rotor Rotating Error Using Fractional Brownian Motion
基于分数布朗运动的转轴径向回转误差分析
15.
ESTIMATION METHOD OF FRACTAL DIMENSION FOR MODEL OF FRACTIONAL BROWNIAN MOTION;
分数布朗运动模型的分维的估计方法(英文)
16.
The Mathematical Modeling and Parameter Analysis on Fractal Brownian Motion for Simulating the Terrain
基于分形布朗运动的地形建模及其参数分析
17.
A Functional Limit Theorem on increment of Fractional Brownian Motions
分数布朗运动增量的一个泛函型极限定理
18.
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