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Degree:Doctoral Degree in Science
School/Department:College of Science

蒋辉

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Education Level:武汉大学

Alma Mater:武汉大学

Paper Publications

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Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model
Date of Publication:2018-08-01 Hits:

Journal:Frontiers of Mathematics in China
Volume:13
Issue:4
Page Number:809-832
Translation or Not:no
Date of Publication:2018-08-01
Included Journals:SCIE
Co-author:Hui Jiang
Correspondence Author:Shaochen Wang
Date of Publication:2018-08-01

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