中文| English

学校主页 | 图书馆

  

浏览/检索结果:共7条，第1-7条

已选(0)清除 条数/页：   排序方式：
A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility 期刊论文
Journal of Computational and Applied Mathematics,2023, 卷号: 423
作者:  He, Yong;  Chen, Peimin;  He, Lin;  Xiang, Kaili;  Wu, Chunchi
收藏  |  浏览/下载：21/0  |  提交时间：2025/03/25
N-Fold compound option pricing with technical risk under fractional jump-diffusion model 期刊论文
Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735
作者:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：42/0  |  提交时间：2025/03/25
Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model 期刊论文
Optimization, Optimization,2022, 2022, 卷号: 71, 71, 期号: 15, 页码: 4603-4633, 4603-4633
作者:  He, Yong;  Xiang, Kaili;  Chen, Peimin;  Wu, Chunchi
收藏  |  浏览/下载：26/0  |  提交时间：2025/03/25
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion 期刊论文
International Journal of Fuzzy Systems,2022, 卷号: 24, 期号: 6, 页码: 2767-2782
作者:  Zhao, Pingping;  Wang, Tong;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：37/0  |  提交时间：2025/03/25
Partnerships of Bidders with Constant Relative Risk Aversions 期刊论文
Mathematical Problems in Engineering,2020, 卷号: 2020
作者:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：25/0  |  提交时间：2025/03/25
A New Linear Difference Scheme for Generalized Rosenau-Kawahara Equation 期刊论文
Mathematical Problems in Engineering,2018, 卷号: 2018
作者:  Chen, Tao;  Xiang, Kaili;  Chen, Peimin;  Luo, Xumei
收藏  |  浏览/下载：15/0  |  提交时间：2025/03/25
Efficient option pricing in crisis based on dynamic elasticity of variance model 期刊论文
Discrete Dynamics in Nature and Society,2016, 卷号: 2016
作者:  Fan, Congyin;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：32/0  |  提交时间：2025/03/25