位置：成果数据库 > 期刊 > 期刊详情页
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
  • 期刊名称：Journal of Mathematical Finance
  • 时间：2012.11.11
  • 页码：315-320
  • 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)|Chao Li （李超）|
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
On solutions to backward stochastic partial differential equations for Levy processes
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