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张曙光

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Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion, Abstract and Applied Analysis, 2013, 2013: 1-11

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Pre One:Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions, Acta Mathematicae Applicatae Sinica, 2013, 29(2): 329-354

Next One:Pricing Barrier Options under Stochastic Volatility Framework, Journal of Systems Science and Complexity--English Series, 2013, 26(4): 609-618