李曼曼

Click:

The Last Update Time:..

Current position: Home > Scientific Research > Paper Publications

Paper Publications

带跳和马尔科夫转换随机利率模型长时间行为的研究
Release time:2023-02-22  Hits:

Affiliation of Author(s):数学与统计学院
Journal:山西大学学报(自然科学版)
Key Words:关键词： 随机微分方程; CIR模型; 马尔科夫转换; 平稳分布
Co-author:许自莉(学)
First Author:许自莉
Indexed by:Journal paper
Correspondence Author:李曼曼
Document Code:243596
ISSN No.:0253-2395
Translation or Not:no

Pre One:Optimal Periodic Dividend and Capital Injection Strategies for Diffusion Models with Restricted Dividend Rates and Transaction Costs

© 2017 Chongqing University All Rights Reserved.
No.174 Shazhengjie, Shapingba, Chongqing, 400044, China