1.
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
2.
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
3.
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
4.
Sharp Inequalities for the Integrable Difference and Integrable Conditional Difference of a Martingale;
变差可积鞅及条件变差可积鞅的最优系数不等式
5.
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
6.
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
7.
Mean-variance portfolio selection with random parameters:a martingale approach;
随机市场系数的M-V最优投资组合选择:一个鞅方法
8.
The Application on Optimal Investment Strategy by Martingale;
鞅分析及其在最优投资组合中的应用
9.
Formation of Equavalent Martingale Measure on Pricing of European Options in Binomial Tree Model and Its Application;
欧式期权定价的二叉树方法中的等价鞅测度严格构造及其应用
10.
CONVERGENCE RATE OF THE ESTIMATE OF THE REGRESSION FUNCTION UNDER ERROR BEING MARTINGALE DIFFERENCE SEQUENCE;
误差为鞅差序列的回归函数估计的收敛速度
11.
The p-power mean density kernel estimators and rate of consistency for martingle difference sequence;
鞅差序列密度估计的p阶相合性及其收敛速度
12.
Application of Martingale Analysis to Optimal Investment and Consumption Strategies;
鞅分析在最优投资与消费策略中的应用
13.
Option Pricing by the Backward Stochastic Differential Equation Method and the Equivalent Probability Martingale Measure in the Jump-diffusion Model
跳跃-扩散模型中期权定价的倒向随机微分方程方法及等价概率鞅测度
14.
SOME NEW RESULTS ON VALUE RANGE OF OPTIMAL COMBINATION FORECASTING ERROR SQUARE SUM;
最优组合预测误差平方和取值范围的若干新结果
15.
Large Deviations for Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients
半鞅非Lipschitz系数随机微分方程解的大偏差
16.
Martingale is a method that today’s price of derivatives is equal to the discounted expectation of its future price if the future expectation is calculated with respect to the risk-neutral probability measure.
通过鞅方法，在风险中性概率测度下，衍生证券的现在价格等于未来的期望收益的折现。
17.
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)
18.
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