MOTE 发表于 2025-3-21 19:09:50

书目名称Ambit Stochastics影响因子(影响力)<br>        http://impactfactor.cn/if/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics影响因子(影响力)学科排名<br>        http://impactfactor.cn/ifr/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics网络公开度<br>        http://impactfactor.cn/at/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics网络公开度学科排名<br>        http://impactfactor.cn/atr/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics被引频次<br>        http://impactfactor.cn/tc/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics被引频次学科排名<br>        http://impactfactor.cn/tcr/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics年度引用<br>        http://impactfactor.cn/ii/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics年度引用学科排名<br>        http://impactfactor.cn/iir/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics读者反馈<br>        http://impactfactor.cn/5y/?ISSN=BK0154389<br><br>        <br><br>书目名称Ambit Stochastics读者反馈学科排名<br>        http://impactfactor.cn/5yr/?ISSN=BK0154389<br><br>        <br><br>

弯曲道理 发表于 2025-3-22 00:02:25

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Trochlea 发表于 2025-3-22 01:21:33

Die Rohstoffe der Emailfabrikationiavin calculus. We present the key results in the semimartingale and the nonsemimartingale case. The latter, particularly in the context of LSS rather than BSS processes, is still a relatively open area.

Gustatory 发表于 2025-3-22 07:06:30

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诱骗 发表于 2025-3-22 09:49:01

H. Hortling,K. Malmio,L. Hiisi-Brummerrice dynamics. The chapter ends with a detailed study of spread option pricing, where we show that in the Gaussian case we recover a general version of the classical Margrabe formula, while in the Lévy case we can provide a Fourier-based expression for the price.

urethritis 发表于 2025-3-22 13:32:26

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cogent 发表于 2025-3-22 21:07:33

Integration with Respect to Volatility Modulated Volterra Processesm, the Malliavin derivative occurs. We derive a series of basic properties of the integral, before applying it to, among other things, volatility modulated Volterra process-driven Ornstein-Uhlenbeck processes, which again become of volatility modulated Volterra type.

abolish 发表于 2025-3-22 23:21:58

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SHOCK 发表于 2025-3-23 02:01:04

Die Rohstoffe der Emailfabrikation solve for the solution of this stochastic partial differential equation, where we can read off the simulated path of the volatility modulated Volterra process. Also for this scheme we can develop convergence results.

草本植物 发表于 2025-3-23 06:58:55

Simulation solve for the solution of this stochastic partial differential equation, where we can read off the simulated path of the volatility modulated Volterra process. Also for this scheme we can develop convergence results.
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查看完整版本: Titlebook: Ambit Stochastics; Ole E. Barndorff-Nielsen,Fred Espen Benth,Almut E. Book 2018 Springer Nature Switzerland AG 2018 60G60, 60F05, 60H05, 6