1.
PRICING OPTION ON UNDERLYING ASSETS DRIVEN BY GEOMETRIC FRACTIONAL BROWNIAN MOTION;
标的资产服从几何分数布朗运动的期权定价
2.
The Exchange Option of Pricing Underlying Asset Price Submitted to the Geometric Fractional Brownian Motion;
标的资产价格服从几何分数布朗运动的交换期权定价
3.
Geometric Average Asian Options Pricing Model Based on Fraction Brownian Motion and Its Empirical Study
基于分数布朗运动的几何平均亚式期权定价模型及其在权证定价中的应用
4.
Several Properties of the Wick-type Integration and the Solution for Stochastic Differential Equations with Respect to Fractional Brownian Motion
基于分数布朗运动的Wick型积分及随机微分方程解的几个性质
5.
THE VALUE OF INVESTMENT OPPORTUNITY AND INVESTMENT DECISION --GEOMETRIC BROWNIAN MOTION MODEL
投资机会的价值与投资决策——几何布朗运动模型
6.
The Study of the Economic Model of the Geometric Brownian Motion with Poissonian Jumps
带泊松跳跃的几何布朗运动的经济模型的研究
7.
Option Price Equation of Geometric Brownian Motion
基于几何布朗运动条件下的期权定价方程
8.
Research on Stochastic Control Problems Driven by Geometric Brownian Motion;
受控于几何布朗运动的随机控制问题之研究
9.
Researchs on Optimal Liquidation Strategies in Geometric Brown Markets;
几何布朗运动市场中的最优变现策略研究
10.
THE ECONOMIC MODEL OF THE GEOMETRIC BROWNIAN MOTION WITH POISSON JUMPS;
带泊松跳跃的几何布朗运动的经济模型
11.
A Microeconomic Explanation for the Security Price Follows Geometric Brown Movement;
证券价格按几何布朗运动变化的微观解释
12.
The Pricing Formulas of Exotic Options in a Fractional Brownian Motion;
标的资产价格服从分数布朗运动的几种新型期权定价
13.
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
14.
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
15.
Optimal portfolio in fractional Brownian motion environment;
分数布朗运动环境下的最优投资组合
16.
Credit Risk Management in Fractional Brownian Motion Model
分数次布朗运动模型的信用风险管理
17.
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
18.
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