1.
Pricing and Hedging of Contingent Claims for the Model of Exponential Simemartingale;
指数半鞅模型未定权益的定价与套期保值
2.
Near Neighbour Estimate in Semiparametric Regression Model: The Martingale Difference Error Sequence Case
半参数回归模型的近邻估计──鞅差误差序列情形
3.
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
4.
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
5.
Pricing mortgage insurance with house price driven by O-U process;
房价服从指数O-U过程保证险的鞅定价
6.
The unique equivalent martingale measure of this model is found by using the Girsanov theorem.
利用Girsanov定理获得了指数O-U过程模型的唯一等价鞅测度。
7.
Pricing European Power-function Option Under Exponential Ornstein-Uhlenbeck Process and Vasicěk Interest Rate with Martingale Method
Vasicěk随机利率模型下指数O-U过程的幂型期权鞅定价
8.
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
9.
In this paper, we discuss the estimate of regression function in nonparametric regression model based on exponential integral martingale difference.
本文研究了误差项是鞅差序列，且满足某种指数矩条件的非参数回归函数的估计。
10.
Stably Convergence in Distribution About Wavelet Estimation in Semiparametric Regression Model--The Martingale Difference Error Sequence Case
半参数回归模型小波估计的稳定地依分布收敛性——误差为鞅差序列情形
11.
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
12.
Precise Asymptotic in the Law of the Iterated Logarithm of PA and Martingale Difference Sequences;
PA与鞅差序列重对数律的精确渐近性
13.
Some Laws of Large Numbers for Sequences of NA and B-valued Quasi-martingale Difference;
NA和B值拟鞅差序列的几个大数定律
14.
The Dyadic Derivative, Cesàro Mean and Inequalities for Martingales;
二进导数、Cesàro平均与鞅不等式
15.
Some Convergence Properties of Martingale Transforms in Banach Algebra
Banach代数中鞅变换的若干收敛性
16.
Inequalities of Two Φ-functions of B-G-D to p-variations for Martingales
鞅p-均方函数的B-G-D双Φ-不等式
17.
Burkholder's Functions and Inequalities on Two Φ-functions for Nonnegative Submartingales
Burkholder函数与非负下鞅双Φ不等式
18.
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)