Generating integrable one dimensional driftless diffusions
- 作者Peter Carr; Peter Laurence; Tai-Ho Wang
- 卷第343卷
- 期第6期
- 印刷ISSN1631-073X
- 文件大小153.22KB
- 发表时间2006
- DOI10.1016/j.crma.2006.05.025
- 页码393-398
PrefaceBian, Baojun; Tang, Shanjian; Zhang, Qi · Discrete and Continuous Dynamical Systems · 2015
Control Theory and Related TopicsShanjian Tang · World Scientific Publishing Co.Pte.Ltd · 2007
Mathematical Finance || A Minimal Financial Market ModelKohlmann, Michael; Tang, Shanjian · 2001
Mathematical Finance || Arbitrage and Pricing with CollateralKohlmann, Michael; Tang, Shanjian · 2001
Mathematical Finance || First Steps to Stochastic FinanceKohlmann, Michael; Tang, Shanjian · 2001
Switching Games of Stochastic Differential SystemsTang, Shanjian; Hou, Shui-hung · SIAM Journal on Control and Optimization · 2007
Multidimensional Backward Stochastic Riccati Equations and ApplicationsKohlmann, Michael; Tang, Shanjian · SIAM Journal on Control and Optimization · 2003
Mathematical Finance || Fractional Brownian Motion and Financial ModellingKohlmann, Michael; Tang, Shanjian · 2001