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Research outside affiliated...
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Chen Peimin
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Journal article
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2023
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2022
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2020
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Fractional Brownian motion
2
Fuzzy stochastic process
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N-fold compound option
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Chaos, Solitons and Fractals
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International Journal of Fu...
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Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty
Journal article
Chaos, Solitons and Fractals,2023, volume: 172
Authors:
Zhao, Pingping
;
Wang, Tong
;
Song, Aimin
;
Chen, Peimin
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View/Download:3/0
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Submit date:2025/03/25
Compound real option
Decision-maker's subjective judgment
Fractional Brownian motion
Fuzzy stochastic process
New drug R&D project
N-Fold compound option pricing with technical risk under fractional jump-diffusion model
Journal article
Optimization,2023, volume: 72, issue: 3, pages: 713-735
Authors:
Zhao, Pingping
;
Xiang, Kaili
;
Chen, Peimin
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View/Download:2/0
  |  
Submit date:2025/03/25
fractional Brownian Motion
jump-diffusion model
N-fold compound option
phase-specific characteristics
technical risk
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion
Journal article
International Journal of Fuzzy Systems,2022, volume: 24, issue: 6, pages: 2767-2782
Authors:
Zhao, Pingping
;
Wang, Tong
;
Xiang, Kaili
;
Chen, Peimin
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View/Download:3/0
  |  
Submit date:2025/03/25
Fractional Brownian motion
Fuzzy stochastic process
Mean value
N-fold compound option
Partnerships of Bidders with Constant Relative Risk Aversions
Journal article
Mathematical Problems in Engineering,2020, volume: 2020
Authors:
Zhao, Pingping
;
Xiang, Kaili
;
Chen, Peimin
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View/Download:3/0
  |  
Submit date:2025/03/25