1.
The Minimal Martingale Measure and Minimale Entropy Martingale Measure for Jump Diffusion Semimartingal;
跳扩散半鞅的最小鞅测度与最小熵鞅测度
2.
Minimal Entropy Martingale Measure and Utility Indifference Pricing in the Stochastic Volatility Model
随机波动率模型的最小熵鞅测度和效用无差别定价
3.
The Variance-Optimal Martingale Measure for Continuous Semimatingale on the Right Continuous Information Field
右连续信息域下连续半鞅的方差最优鞅测度
4.
On the Relationship of Optimal Growth Portfolio and Martingale Measure
最优增长投资组合与等价鞅测度之间的关系
5.
Edge Detection Arithmetic of Digital Image Based on the Maximum Entropy and Wavelet Transform
基于最大熵与小波变换的图像边缘检测算法
6.
A Study on Customer Satisfaction Measurement Based on Generalized Maximum Entropy;
基于广义最大熵的顾客满意度测评研究
7.
An Adaptive Entropy-weight Edge-detection Method Based on Multi-scale Wavelet
多尺度小波变换自适应熵权边缘检测方法
8.
Novel Detection Method Using PCNN Combined with Gray Scale Entropy Transform in Small Target Images
结合灰度熵变换的PCNN小目标图像检测新方法
9.
The Topological r-entropy and the Measure-theoretic r-entropy of a Continuous Map;
连续映射的拓扑r-熵和测度r-熵
10.
Moore-Penrose Pseudo-Inverse and Equivalent Martingale Measures in General Black-Scholes Model;
M-P逆与一般B-S模型中的等价鞅测度(英文)
11.
THE EQUIVALENT MARTINGALE MEASURE PRICING MODEL OF WARRANTS AND ITS NUMERICAL METHOD;
认股权证的等价鞅测度定价模型与数值方法
12.
Some Results about Vector Measure and an Counter Example about a Martingale;
向量测度中的一些结论和渐近鞅中的一个反例
13.
Applications of Equivalent Martingale Measures Model in Pricing Option on Foreign Currency;
等价鞅测度模型在外汇期权定价中的应用
14.
CHARACTERIZATION OF ARBITRAGE-FREE MEASURE IN A CLASS OF SPECIAL SEMI-MARTINGALE MODELS;
一类特殊半鞅模型中无套利测度的刻划(英文)
15.
The Geometrical Properties of Banach Space and Convergence of B-valued Martingales
Banach空间的几何性质与B值复测度拟鞅的收敛性
16.
Functional Laws of the Iterated Logarithm for Lévy Area with Poisson Martingale Measure
一类带泊松鞅测度Lvy区域的泛函重对数律
17.
Comparison of Equivalent Martingale Measures in One-Period Trinomial Tree Model
单周期三叉树模型中等价鞅测度的比较
18.
A Study of Electric Power Transient Signal Detection and Calssification Based on Wavelet Entropy Measure;
基于小波熵测度的电力暂态信号检测与分类方法研究