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Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps, Journal of Systems Science and Complexity--English Series, 2017, 30(3): 645-659
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上一条：Moderate deviations for a fractional stochastic heat equation with spatially correlated noise, Stochastics and Dynamics, 2017, 17(4): 1750025-1-1750025-23
下一条：Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints, Applied Mathematics and Computation, 2017, 299: 80-94