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Lan, Guangqiang

  1. The explicit solution and precise distribution of CKLS model under Girsanov transform
    2014/10/09 by Lan, Guangqiang, Hu, Yunjiao, Zhang, Chong · 1 citation
    #60H10 #FOS: Mathematics #Probability (math.PR)
  2. Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching
    2014/10/14 by Lan, Guangqiang, Yuan, Chenggui · 1 citation
    #60H10 #65C30 #FOS: Mathematics #Probability (math.PR)