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浏览/检索结果: 共6条，第1-6条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 A fast Euler-Maruyama method for fractional stochastic differential equations 期刊论文 JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2022, 页码: 19 作者:  Zhang, Jingna;  Tang, Yifa;  Huang, Jianfei 收藏  |  浏览/下载：1/0  |  提交时间：2023/02/07 Fractional stochastic differential equations  Euler-Maruyama method  Sum-of-exponentials approximation  Strong convergence  Computational efficiency   Robustness analysis on the pricing of some options on two assets with delays 期刊论文 Physica A: Statistical Mechanics and its Applications, 2019, 卷号: Vol.532, 页码: 121883 作者:  Lisha Lin;  Yaqiong Li;  Jianhong Wu;  Ge Li 收藏  |  浏览/下载：10/0  |  提交时间：2019/12/13 Delay  Robustness  Two-asset options  Euler–Maruyama approximation   Robustness analysis on the pricing of some options on two assets with delays 期刊论文 PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: Vol.532 作者:  Lin, LS;  Li, YQ;  Wu, JH;  Li, G 收藏  |  浏览/下载：4/0  |  提交时间：2019/12/17 Delay  Robustness  Two-asset options  Euler Maruyama approximation   The pricing of European options on two underlying assets with delays 期刊论文 Physica A: Statistical Mechanics and its Applications, 2018, 卷号: Vol.495, 页码: 143-151 作者:  Lin, LS;  Li, YQ;  Wu, J 收藏  |  浏览/下载：3/0  |  提交时间：2019/12/26 Option pricing  Multiple underlying assets  Delay  Martingale  Euler–Maruyama approximation   The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations 期刊论文 PROCEEDINGS OF THE ROYAL SOCIETY OF EDINBURGH SECTION A-MATHEMATICS, 2016, 卷号: 146, 期号: 6, 页码: 1303-1328 作者:  Zong, Xiaofeng;  Wu, Fuke;  Huang, Chengming 收藏  |  浏览/下载：22/0  |  提交时间：2018/07/30 hybrid SDEs  moment exponential stability  Markov chain  Euler-Maruyama approximation  backward Euler-Maruyama approximation  split-step backward Euler-Maruyama approximation   The state equations methods for stochastic control problems 期刊论文 Numerical mathematics-theory methods and applications, 2010, 卷号: 3, 期号: 1, 页码: 79-96 作者:  Wang, Lijin;  Bai, Fengshan 收藏  |  浏览/下载：33/0  |  提交时间：2019/05/10 Stochastic optimal control  Markov chain approximation  Euler-maruyama discretisation  Midpoint rule  Predictor-corrector methods  Portfolio management