Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates
Bao, Jiayong, Zhao, Yuexu
Published in Journal of computational and applied mathematics (01.09.2019)
Published in Journal of computational and applied mathematics (01.09.2019)
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Precise asymptotics in complete moment convergence for self-normalized sums
Zhao, Yuexu, Tao, Jingxuan
Published in Computers & mathematics with applications (1987) (01.10.2008)
Published in Computers & mathematics with applications (1987) (01.10.2008)
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Journal Article
The rates in complete moment convergence for negatively associated sequences
Zhao, Yuexu, Qiu, Zheyong, Zhang, Chunguo, Zhao, Yehua
Published in Computational & applied mathematics (2010)
Published in Computational & applied mathematics (2010)
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Journal Article