中国科学技术大学薄立军--中文主页-- Some Integral Functionals of Reflected SDEs and Their Applications in Finance, (with Y. Wang and X. Yang) Quantitative Finance, Vol. 46, No. 3, pp. 461-469, 2010

薄立军 ( 教授 )
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Some Integral Functionals of Reflected SDEs and Their Applications in Finance, (with Y. Wang and X. Yang) Quantitative Finance, Vol. 46, No. 3, pp. 461-469, 2010

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发布期刊链接：https://www.sciencedirect.com/science/article/pii/S0378375810003241

上一条： First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries, (with Y. Wang and X. Yang) Journal of Applied Probability, Vol. 48, No. 3, pp. 723-732, 2011

下一条： Markov-Modulated Jump–Diffusions for Currency Option Pricing, (with Y. Wang and X. Yang) Insurance: Mathematics and Economics, Vol. 46, No. 3, pp. 461-469, 2010