位置：成果数据库 > 期刊 > 期刊详情页
On solutions to backward stochastic partial differential equations for Levy processes
  • ISSN号：0377-0427
  • 期刊名称：Journal of Computational and Applied Mathematics
  • 时间：2011.7.7
  • 页码：5411-5421
  • 相关项目：Lévy过程驱动的金融市场和倒向随机微分方程相关问题研究
作者： Qing Zhou(周清)|Yong Ren(任永)|Weixing Wu(吴卫星)|
同期刊论文项目
Lévy过程驱动的金融市场和倒向随机微分方程相关问题研究
期刊论文 11
同项目期刊论文
Optimal stopping under ambiguity in continuous time
Cooperative Hedging in the Complete Market under g-expectation Constraint
Two-agent Pareto optimal cooperative investment in incomplete market: An equivalent characterization
Saddlepoint approximation for moments of random variables
依赖于时间的跳跃-扩散型几何平均亚式期权的定价
分数Vasicek利率模型下几何平均亚式期权的定价公式
Existence, Uniqueness and Stability of Mild Solutions for Time-Dependent Stochastic Evolution Equati
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment