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STRONG CONVERGENCE OF LEVY-DRIVEN MIXED STOCHASTIC INTEGRO-DIFFERENTIAL EQUATIONS WITH APPLICATION TO THE ROUGH MIXED VOLATILITY MODELS 期刊论文
COMMUNICATIONS ON ANALYSIS AND COMPUTATION, 2025, 卷号: 4, 页码: 1-38
作者:  Yang, Zhaoqiang;  Xu, Chenglong
收藏  |  浏览/下载:18/0  |  提交时间:2025/05/13
Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms 期刊论文
Soft Computing, 2023, 卷号: 27, 期号: 20, 页码: 15225-15246
作者:  Guo, Jingjun;  Kang, Weiyi;  Wang, Yubing
收藏  |  浏览/下载:72/0  |  提交时间:2023/07/17