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A Machine Learning Model to Classify Dynamic Processes in Liquid Water** 期刊论文
CHEMPHYSCHEM, 2022
作者:  Huang, Jie;  Huang, Gang;  Li, Shiben
收藏  |  浏览/下载:20/0  |  提交时间:2023/01/16
Regular Dirichlet extensions of one-dimensional Brownian motion 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 卷号: 55, 期号: 4, 页码: 1815-1849
作者:  Li, Liping;  Ying, Jiangang
收藏  |  浏览/下载:15/0  |  提交时间:2020/05/24
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 页码: 122645
作者:  Yong Ma;  Dongtao Pan;  Keshab Shrestha;  Weidong Xu
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 页码: 122645
作者:  Yong Ma;  Dongtao Pan;  Keshab Shrestha;  Weidong Xu
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
Occupation times of Levy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications 其他
2017-01-01
Zhou, Jiang; Wu, Lan; Bai, Yang
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03
Multistep Schemes for Forward Backward Stochastic Differential Equations with Jumps 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2016, 卷号: 69, 期号: 2, 页码: 651-672
作者:  Fu, Yu;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:21/0  |  提交时间:2018/07/30
带散粒噪声的跳跃扩散过程在期权定价中的应用 学位论文
2016, 2016
刘萃
收藏  |  浏览/下载:5/0  |  提交时间:2017/06/20
Occupation times of hyper-exponential jump diffusion processes with application to price step options 其他
2016-01-01
Wu, Lan; Zhou, Jiang
收藏  |  浏览/下载:5/0  |  提交时间:2017/12/03
Synchronization of delayed Markovian jump memristive neural networks with reaction–diffusion terms via sampled data control (EI收录) 期刊论文
International Journal of Machine Learning and Cybernetics, 2016, 卷号: 7, 页码: 157-169
作者:  Li, Ruoxia[1];  Wei, Hongzhi[2]
收藏  |  浏览/下载:7/0  |  提交时间:2019/04/24
Structural credit risk modelling with Hawkes jump diffusion processes 期刊论文
Journal of Computational and Applied Mathematics, 2016, 卷号: Vol.303, 页码: 69-80
作者:  Ma, Yong;  Xu, Weidong
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/31


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