Risk and Decision Analysis最新文献_第2页

Stochastic jump intensity models 随机跳跃强度模型

Risk and Decision Analysis Pub Date : 2018-05-30 DOI: 10.3233/rda-180139

P.E. Lévy dit Véhel, J. Lévy véhel

引用次数: 0

Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models 多分数布朗运动的Hurst估计量的过拟合:一个支持简单模型的拟合检验

Risk and Decision Analysis Pub Date : 2018-05-30 DOI: 10.3233/RDA-180136

P. Bertrand, Jean-Louis Combes, Marie Dury, Doha Hadouni

引用次数: 7

Special Issue: Fractional calculus and its applications 特刊:分数阶微积分及其应用

Risk and Decision Analysis Pub Date : 2018-05-30 DOI: 10.3233/RDA-180138

S. Bianchi

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引用次数: 0

An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model 基于分数Black-Scholes模型的Hurst指数估计方法在看涨期权定价中的实证研究

Risk and Decision Analysis Pub Date : 2018-05-30 DOI: 10.3233/RDA-180137

Sona Kilianová, Boris Letko

引用次数: 0

Evidence of the cross border contagion risk for Moroccan banking system 摩洛哥银行体系存在跨境传染风险的证据

Risk and Decision Analysis Pub Date : 2018-02-01 DOI: 10.3233/RDA-180134

Firano Zakaria, F. Fatine

引用次数: 2