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Some explicit expressions for GBM with Markovian switching and parameter estimations Journal article
Zhang, Zhenzhong, Wang, Xiaofeng, Tong, Jinying, Zhou, Tiandao, Qin, Zhenjiang. Some explicit expressions for GBM with Markovian switching and parameter estimations[J]. Communications in Statistics—Theory and Methods, 2022.
Authors:  Zhang, Zhenzhong;  Wang, Xiaofeng;  Tong, Jinying;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.6/0.8 | Submit date：2022/07/28
Geometric Brownian Motion  Markovian Switching  Mean Exit Time  Parameter Estimations  
Convergence of the Euler–Maruyama method for CIR model with Markovian switching Journal article
Zhang, Zhenzhong, Zhou, Tiandao, Jin, Xinghu, Tong, Jinying. Convergence of the Euler–Maruyama method for CIR model with Markovian switching[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2020, 177, 192-210.
Authors:  Zhang, Zhenzhong;  Zhou, Tiandao;  Jin, Xinghu;  Tong, Jinying
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/3.6 | Submit date：2021/12/06
Hölder Continuous  Markovian Switching  Parameter Estimation  Quadratic Variation  Rate Of Convergence  
Some characterizations for the CIR model with Markov switching Journal article
Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, Zhenjiang. Some characterizations for the CIR model with Markov switching[J]. Stochastics and Dynamics, 2020, 21(4), 2150022.
Authors:  Tong, Jinying;  Sun, Yaqin;  Zhang, Zhenzhong;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/1.1 | Submit date：2021/12/08
Covariance Function  Cox-ingersoll-ross (Cir) Model  Markov Chain