GTS lévy model on technology of financial engineering

被引：0
|
作者：
Wang, Ch. [1 ]
机构：
[1] Math Dept. China JiLiang Univ, HangZhou, 310018, China
来源：
Computer Modelling and New Technologies | 2013年 / 17卷 / 04期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：270 / 276
相关论文
共 50 条
  • [41] A Lévy-driven rainfall model with applications to futures pricing
    Ragnhild C. Noven
    Almut E. D. Veraart
    Axel Gandy
    AStA Advances in Statistical Analysis, 2015, 99 : 403 - 432
  • [42] Persistence and extinction of a stochastic AIDS model driven by Lévy jumps
    Hong Qiu
    Yanzhang Huo
    Journal of Applied Mathematics and Computing, 2022, 68 : 4317 - 4330
  • [43] A continuum percolation model for stock price fluctuation as a Lévy process
    Ning Wang
    Ximin Rong
    Guanghua Dong
    Journal of Systems Science and Complexity, 2015, 28 : 175 - 189
  • [44] A stochastic SIR epidemic model with Lévy jump and media coverage
    Yingfen Liu
    Yan Zhang
    Qingyun Wang
    Advances in Difference Equations, 2020
  • [45] Lévy Flight Model of Gaze Trajectories to Assist in ADHD Diagnoses
    Papanikolaou, Christos
    Sharma, Akriti
    Lind, Pedro G.
    Lencastre, Pedro
    ENTROPY, 2024, 26 (05)
  • [46] An ergodic theorem of a parabolic Anderson model driven by Lévy noise
    Yong Liu
    Jianglun Wu
    Fengxia Yang
    Jianliang Zhai
    Frontiers of Mathematics in China, 2011, 6 : 1147 - 1183
  • [47] On sequential calibration for an asset price model with piecewise Lévy processes
    Kawai, Reiichiro
    IAENG International Journal of Applied Mathematics, 2010, 40 (04) : 1 - 8
  • [48] LOCAL TIME ANALYSIS OF ADDITIVE LVY PROCESSES WITH DIFFERENT LVY EXPONENTS
    钟玉泉
    ActaMathematicaScientia, 2009, 29 (05) : 1155 - 1164
  • [49] Transition Density Estimates for a Class of L,vy and L,vy-Type Processes
    Knopova, Viktorya
    Schilling, Rene L.
    JOURNAL OF THEORETICAL PROBABILITY, 2012, 25 (01) : 144 - 170
  • [50] On a Generalization from Ruin to Default in a L,vy Insurance Risk Model
    Feng, Runhuan
    Shimizu, Yasutaka
    METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2013, 15 (04) : 773 - 802
12345