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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:26/0  |  提交时间:2025/05/13
Strong Convergence of a Modified Euler-Maruyama Method for Mixed Stochastic Fractional Integro-Differential Equations with Local Lipschitz Coefficients 期刊论文
FRACTAL AND FRACTIONAL, 2025, 卷号: 9, 期号: 5
作者:  Yang, Zhaoqiang;  Xu, Chenglong
收藏  |  浏览/下载:3/0  |  提交时间:2025/06/06
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:178/5  |  提交时间:2021/03/24