{"title":"考虑时间分数Cox-Ingersoll-Ross过程产生利率的欧式期权定价稳定性分析","authors":"Mohamed Kharrat","doi":"10.1007/s11009-023-10021-6","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":18442,"journal":{"name":"Methodology and Computing in Applied Probability","volume":" ","pages":"1-13"},"PeriodicalIF":1.0000,"publicationDate":"2023-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stability Analysis for Pricing European Options Regarding the Interest Rate Generated by the Time Fractional Cox-Ingersoll-Ross Processes\",\"authors\":\"Mohamed Kharrat\",\"doi\":\"10.1007/s11009-023-10021-6\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":18442,\"journal\":{\"name\":\"Methodology and Computing in Applied Probability\",\"volume\":\" \",\"pages\":\"1-13\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2023-04-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Methodology and Computing in Applied Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s11009-023-10021-6\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Methodology and Computing in Applied Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11009-023-10021-6","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
期刊介绍:
Methodology and Computing in Applied Probability will publish high quality research and review articles in the areas of applied probability that emphasize methodology and computing. Of special interest are articles in important areas of applications that include detailed case studies. Applied probability is a broad research area that is of interest to many scientists in diverse disciplines including: anthropology, biology, communication theory, economics, epidemiology, finance, linguistics, meteorology, operations research, psychology, quality control, reliability theory, sociology and statistics.
The following alphabetical listing of topics of interest to the journal is not intended to be exclusive but to demonstrate the editorial policy of attracting papers which represent a broad range of interests:
-Algorithms-
Approximations-
Asymptotic Approximations & Expansions-
Combinatorial & Geometric Probability-
Communication Networks-
Extreme Value Theory-
Finance-
Image Analysis-
Inequalities-
Information Theory-
Mathematical Physics-
Molecular Biology-
Monte Carlo Methods-
Order Statistics-
Queuing Theory-
Reliability Theory-
Stochastic Processes