Browse "IE-Journal Papers(저널논문)" by Subject DIFFERENTIAL-EQUATIONS
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| Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions Jena, Rudra P.; Kim, Kyoung-Kuk; Xing, Hao, STOCHASTIC PROCESSES AND THEIR APPLICATIONS, v.122, no.8, pp.2961 - 2993, 2012-08 |
| Moment explosions and stationary distributions in affine diffusion models Glasserman, P; Kim, Kyoung-Kuk, MATHEMATICAL FINANCE, v.20, no.1, pp.1 - 33, 2010-01 |
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