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An empirical investigation and theoretic modeling for the collective online visiting behaviors 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 卷号: 503, 页码: 969-980
Authors:  Li Zhenpeng;  Tang Xijin;  Zhou Haijun;  Yan, Donghui
Favorite  |  View/Download:16/0  |  Submit date:2019/01/11
Sensation-stimulus law  Geometric Brownian motion  Log-normal distribution  Collective novelty decaying  Power law  
The valuation of convertible bonds with numeraire changes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 2, 页码: 321-332
Authors:  Zhou, Hai-lin;  Wang, Shou-yang
Favorite  |  View/Download:1/0  |  Submit date:2018/07/30
Convertible bonds  complete market  numeraire changes  closed-form solution  
thevaluationofconvertiblebondswithnumerairechanges 期刊论文
actamathematicaeapplicataesinica, 2010, 卷号: 26, 期号: 2, 页码: 321
Authors:  Zhou Hailin;  Wang Shouyang
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Continuous-time portfolio selection with liability: Mean-variance model and stochastic LQ approach 期刊论文
INSURANCE MATHEMATICS & ECONOMICS, 2008, 卷号: 42, 期号: 3, 页码: 943-953
Authors:  Xie, Shuxiang;  Li, Zhongfei;  Wang, Shouyang
Favorite  |  View/Download:9/0  |  Submit date:2018/07/30
portfolio selection  asset-liability management  continuous-time  mean-variance model  stochastic linear-quadratic control  
statichedgingwithuncertainquantityanddeparturefromthecostofcarryvaluation 期刊论文
actamathematicaeapplicataesinica, 2006, 卷号: 22, 期号: 1, 页码: 127
Authors:  Qingwei Liu;  Yi Li;  Shouyang Wang
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10