中国科学技术大学薄立军--中文主页-- Kernel Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing, (with Y. Wang and X. Yang) Applied Mathematics and Optimization, Vol. 16, No. 1, pp. 101-113, 2014

薄立军 ( 教授 )
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Kernel Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing, (with Y. Wang and X. Yang) Applied Mathematics and Optimization, Vol. 16, No. 1, pp. 101-113, 2014

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发布期刊链接：https://www.springer.com/journal/245

上一条： On the Default Probability in a Regime-Switching Regulated Market, (with Y. Wang and X. Yang) Methodology and Computing in Applied Probability, Vol. 16, No. 1, pp. 101-113, 2014

下一条： Optimal Investment and Consumption with Default Risk: HARA Utility, (with Y. Wang and X. Yang) Asia-Pacific Financial Market, Vol. 20, No. 3, pp. 261-281, 2013