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Volterra square-root process: Stationarity and regularity of the law Journal article
Annals of Applied Probability,2024, volume: 34, issue: 1 A, pages: 318-356
Authors:  Friesen, Martin;  Jin, Peng
Favorite  |  View/Download:7/0  |  Submit date:2024/03/12
Estimation of intrinsic growth factors in a class of stochastic population model Journal article
Stochastic Analysis and Applications,2019, volume: 37, issue: 4, pages: 602-619
Authors:  Li, Jingjie;  Wu, Jianglun;  Zhang, Guang
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On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations Journal article
Advances in Difference Equations,2016, volume: 2016, issue: 1
Authors:  Li, Jingjie;  Wu, Jianglun
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Pricing CDO tranches in an intensity based model with the mean reversion approach Journal article
Mathematical and Computer Modelling,2010, volume: 52, issue: 5-6, pages: 814-825
Authors:  Wu, Jianglun;  Yang, Wei
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Investment strategies for stock markets with mean reversion Conference paper
2007 IEEE International Conference on Control and Automation, Guangzhou, China, 30 May 2007 through 1 June 2007
Authors:  Eng, Minghao;  Wang, Qingguo
Favorite  |  View/Download:2/0  |  Submit date:2021/07/22
Modeling of stock markets with mean reversion Conference paper
2007 IEEE International Conference on Control and Automation, Guangzhou, China, 30 May 2007 through 1 June 2007
Authors:  Eng, Minghao;  Wang, Qingguo
Favorite  |  View/Download:2/0  |  Submit date:2021/07/22