1.
Linear Boundary Crossing Probability for Standard Brownian Motion
标准布朗运动关于线性边界通过概率
2.
Curvilinear boundary crossing probability of standard Brownian motion
标准布朗运动关于曲线边界通过的概率
3.
Hurst exponent plays an important role in brownian motion.
Hurst指数是描述分数布朗运动的重要指标。
4.
PRICING OPTION ON UNDERLYING ASSETS DRIVEN BY GEOMETRIC FRACTIONAL BROWNIAN MOTION;
标的资产服从几何分数布朗运动的期权定价
5.
Pricing and Hedging of an Asia Option Whose Price of Underlying Asset Follows Fractional Brown Motion
标的资产由分数维布朗运动驱动的亚式期权定价及套期保值
6.
Law Of Iterated Logarithm For Generalized Brownian Sheet And The Increments Of Generalized Brownian Motion
广义布朗单重对数律和广义布朗运动的增量`
7.
The Pricing Formulas of Exotic Options in a Fractional Brownian Motion;
标的资产价格服从分数布朗运动的几种新型期权定价
8.
The Exchange Option of Pricing Underlying Asset Price Submitted to the Geometric Fractional Brownian Motion;
标的资产价格服从几何分数布朗运动的交换期权定价
9.
Pricing of Spread Option with the Underlying Asset Price Following Fractional Brownian Motion;
标的资产价格服从分数维布朗运动的差价期权定价
10.
PRICING OF EUROPEAN OPTION ON DIVIDEND-PAYING STOCK IN A FRACTIONAL BROWNIAN MOTION ENVIRONMENT;
分数布朗运动环境中标的资产有红利支付的欧式期权定价
11.
The Generalization of a Behavior Model of Stock Price --From Brownian Motion to Fractional Brownian Motion;
一种股票价格行为模式的一般化——从布朗运动到分形布朗运动
12.
European Option Pricing about Underlying Asset Driven by Brownian Motion and Poisson Motion with Transaction Costs
有交易成本且标的资产在布朗运动和泊松运动共同作用下的欧式期权定价
13.
Asymptotic Behavior of Super Brownian Motion
临界超布朗运动的渐近行为(英文)
14.
CONDITIONED BROWNIAN MOTION IN AN ANGULAR DOMAIN (Ⅰ)--LIETIME
角域上的条件布朗运动(Ⅰ)——生命时(英文)
15.
ONE RESULT ABOUT THE LOCAL TIME OF REFLECTING BROWNIAN MOTION
关于反射布朗运动局部时的一个结果
16.
The Multifractal Analysis for the Sample Paths of Additive Brownian Motion
可加布朗运动样本轨道的重分形分析
17.
The Brownian movement of pollens also shows the fractal characteristics.
花粉的布朗运动轨迹也具有分形特征。
18.
A Model of Memory Effect of Brownian Motion
关于布朗运动“记忆”效应的一个模型