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Guo, Jingjun

  1. Higher-order derivative of intersection local time for two independent fractional Brownian motions
    2017/06/21 by Jingjun Guo, Guo, Jingjun, Yaozhong Hu +2 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #60G22 #60J55 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics