位置：成果数据库 > 会议 > 会议详情页
Estimating hurst index based on wavelet
  • 所属机构名称：同济大学
  • 会议名称：2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 200
  • 成果类型：会议
  • 会场：Dalian, China
  • 相关项目：金融衍生物定价中的几类非线性偏微分方程
作者： Yuan, Guiqiu|Bian, Bao Jun|Wang, Lele|
同会议论文项目
金融衍生物定价中的几类非线性偏微分方程
期刊论文 33 会议论文 6
同项目会议论文
Optimal dividend pay-out in a regime switching model with bounded rate
Binomial tree method for American options in a regime switching model
A viscosity solution approach to valuation of passport options in a jump-diffusion model
Financial Valuation and Optimal Strategy for Retirement Benefits in a Jump Diffusion Model
Investigation of Defaulted Bond Recovery Rates in a Regime-switching model