Ajou University repository

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Showing results 1 to 10 of 3758 (Search time: 0.0 seconds).

A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model
  • 2023-09-01
  • Computational and Applied Mathematics, Vol.42
  • Springer Nature
Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
  • 2020-09-01
  • Asia-Pacific Financial Markets, Vol.27, pp.387-414
  • Springer
Time-delayed stochastic volatility model
  • 2022-02-01
  • Physica D: Nonlinear Phenomena, Vol.430
  • Elsevier B.V.
Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
  • 2024-05-01
  • North American Journal of Economics and Finance, Vol.72
  • Elsevier Inc.
A stochastic behaviour model of a personal mobility under heterogeneous low-carbon traffic flowoa mark
  • Lee, Seunghyeon;
  • Ryu, Ingon;
  • Ngoduy, Dong;
  • Hoang, Nam H.;
  • Choi, Keechoo
  • 2021-07-01
  • Transportation Research Part C: Emerging Technologies, Vol.128
  • Elsevier Ltd
Leveraging volatile memristors in neuromorphic computing: from materials to system implementation
  • Moon, Taehwan;
  • Soh, Keunho;
  • Kim, Jong Sung;
  • Kim, Ji Eun;
  • Chun, Suk Yeop;
  • Cho, Kyungjune;
  • Yang, J. Joshua;
  • Yoon, Jung Ho
  • 2024-08-20
  • Materials Horizons, Vol.11, pp.4840-4866
  • Royal Society of Chemistry
확률 상관계수 모형을 이용한 바스켓 CDS의 가치 결정
  • Lee insu
  • 2016-08
  • The Graduate School, Ajou University
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