1.
Dynamic asset allocation with stochastic interest rates in jump-risk;
有跳风险的随机利率与动态资产分配
2.
Pricing European Options in Ornstein-Uhlehbeck Model with Jump Risks
具有跳风险O-U过程模型的欧式期权定价
3.
Credit Risk Analysis under Jump-Diffusion Credit Risk Model
含跳扩散信用风险模型下的信用风险分析
4.
Research of Credit Risk Model Based on Jump Process;
基于跳——扩散过程的信用风险模型研究
5.
Price of Credit Risky European Option with Multiple Sources of Jumps;
有多个跳跃源的信用风险欧式期权定价公式
6.
The Research of Two Asset Options Pricing on Jump-Diffusion Process Model
基于跳扩散过程两个风险资产的期权定价研究
7.
The Risky Debt Securities Pricing Based on the Firm Value Driven by Jump-Diffusion Process
资产价值服从跳-扩散过程的风险债券定价
8.
Optimal Investment and Proportional Reinsurance for Jump-Diffusion Risk Processes:Expected Value Principle
跳扩散风险过程的最优投资和比例再保险:期望值保费原理(英文)
9.
a. Risk and Risk Aversion
a. 风险与风险规避
10.
Option Pricing and Optimal Investment-consumption in a Double Exponential Jump-diffusion Model with Market Structure Risks;
市场结构风险下双指数跳扩散模型期权定价与最优投资消费
11.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
12.
THE PRICING OF CREDIT RISKY DEBT WHEN THE ASSET PRICES FOLLOW A JUMP-DIFFUSION PROCESS;
基于跳跃——扩散资产价值过程的信用风险债券的定价
13.
A Study on Option Risk Measurement of VaR Index When Underlying Assert Returns are Jump-Diffusion Processes;
标的资产价格服从跳—扩散过程的期权风险评估指标VaR研究
14.
MODELING DEFAULT RISK IN JUMP-DIFFUSION PROCESS WITH TARGET LEVERAGE RATIO;
跳-扩散过程下具有目标杠杆比率的违约风险模型(英文)
15.
Pricing Corporate Bonds with Credit Risk under Jump Diffusion Model
一类含跳扩散信用风险模型下可违约公司债券的定价
16.
Study on Risk Assessment of Power System Cascading Trip Based on Flow Transferring Forecasting
基于潮流转移预测的电力系统连锁跳闸风险评估研究
17.
RUIN PROBABILITIES AND OPTIMAL INVESTMENT STRATRGY FOR JUMP-DIFFUSION RISK MODEL
跳-扩散风险模型的最优投资策略和破产概率研究
18.
Pricing European options under a double exponential jump-diffusion model with multi-factor CIR market structure risks
多因素CIR市场结构风险的双指数跳扩散模型欧式期权定价