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Keyword [time-changed]
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1. The Anomalous Diffusion Equations For Some Time-Changed Processes
2. Existence And Uniqueness Of Solution For The (Anticipated) BSDEs Driven By Brown Motion And Time-Changed Lévy Noises
3. Pricing European Option Under Time-changed Mixed Fractional Brownian Motion,Stochastic Interest Rate,and Jump-diffusion Models
4. The Feynman-Kac Formula Of The Differential Equation Driven By A Time-changed Lévy Noise
5. Time-changed Stochastic Processes and Associated Fractional Order Partial Differential Equations
6. Pricing EIA With Cliquet-style Guarantees By Frame Duality Projection
7. Truncated Euler Method For Nonautonomous Stochastic Differential Equations And Its Applications
8. The General Stability Of Time-Changed Stochastic Differential Equations
9. Numerical Methods For Several Kinds Of Stochastic Differential Equations
10. Study On Stability Of Solutions Of Some Kinds Of Stochastic Functional Differential Equations
11. Pricing Of Asian Options Based On Time-Changed Process
12. Research On The Pricing Of Exchange Options Under Two Types Of Mixed Subfractional Brownian Motion Model
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