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Pricing European option under the generalized fractional jump-diffusion model 期刊论文
FRACTIONAL CALCULUS AND APPLIED ANALYSIS, 2024, 卷号: 27, 期号: 4, 页码: 1917-1947
作者:  Guo, Jingjun;  Wang, Yubing;  Kang, Weiyi
收藏  |  浏览/下载：144/0  |  提交时间：2024/06/12
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024
作者:  Guo, Jingjun;  Wang, Yubing;  Kang, Weiyi
收藏  |  浏览/下载：146/0  |  提交时间：2024/11/05
European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean 期刊论文
Alexandria Engineering Journal, 2025, 卷号: 123, 页码: 145-156
作者:  Wang, Yubing;  Bai, Yanan
收藏  |  浏览/下载：120/0  |  提交时间：2025/04/14
Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model 期刊论文
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2017, 卷号: 4, 期号: 2-3, 页码: 1
作者:  Yang, Zhaoqiang
收藏  |  浏览/下载：887/190  |  提交时间：2021/03/24
Optimal investment and life insurance strategies in a mixed jump-diffusion framework 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019, 卷号: 49, 期号: 16, 页码: 4002-4029
作者:  Yang (Yeung Chiu Keung), Zhaoqiang
Adobe PDF(2912Kb)  |  收藏  |  浏览/下载：249/24  |  提交时间：2021/03/24
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:  Yang, Zhaoqiang
Adobe PDF(556Kb)  |  收藏  |  浏览/下载：173/5  |  提交时间：2021/03/24
A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL 期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2020, 卷号: 34, 期号: 1, 页码: 27-52
作者:  Yang, Zhaoqiang
Adobe PDF(379Kb)  |  收藏  |  浏览/下载：289/18  |  提交时间：2021/03/24
ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES 期刊论文
ACTA MATHEMATICA SCIENTIA, 2017, 卷号: 37, 期号: 2, 页码: 316-328
作者:  Guo, Jingjun;  Li, Chujin
收藏  |  浏览/下载：61/0  |  提交时间：2023/07/19
ON COLLISION LOCAL TIME OF TWO INDEPENDENT FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES 期刊论文
ACTA MATHEMATICA SCIENTIA, 2017, 卷号: 37, 期号: 2, 页码: 316-328
作者:  Guo, Jingjun;  Li, Chujin
收藏  |  浏览/下载：131/0  |  提交时间：2021/03/24