Association Journal of CSIAM
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ISSN 1005-3085 CN 61-1269/O1
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Other articles related with "F830":
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Pricing of Corporate Bonds with General Default Negative Correlation Structure under Stochastic Interest Rate
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The Continuous Time Newsvendor with Return and Shortage Cost
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SUN Jingyun, GUO Jingjun, ZHAO Yu
Optimal Asset Allocation for a DC Pension Fund in the Market with Multiple Dependent Risky Assets
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The Latent Variable Metropolis-Hastings Algorithm for Exchange Rate Series in Case of Missing Data and Pricing the Triggered Financial Products
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LI Hui-min, LIN Jian-wei
Pricing of the Corporate Debt and Optimal Default Boundary in Jump-diffusion Model with $-1$ Jump Size
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WANG Xiao-qin, GAO Yue-lin
Multi-stage Mean-VaR Portfolio Selection Model with Transaction Costs
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Optimal Reinsurance and Investment under $n$ Dependent Insurance Businesses
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Optimal Behavioral Portfolio Selection for an Individual under Inflation Risk
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WANG Xiao-qin, GAO Yue-lin
Mean-variance Lower-semi-variance Portfolio Model with Transaction Costs
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ZHANG Su-mei, ZHAO Jie-qiong
Option Pricing Under Mixed Exponential Jump Diffusion Model Based on the FST Method
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LIN Jian-wei, LI Hui-min
Pricing of Perpetual Corporate Debt with Bankruptcy Reorganization in a Double Exponential Jump-diffusion Model
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Parametric Estimation of Stochastic Volatility Models with Generalized Moment Method
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Barrier Options' Pricing and Its Error Analysis Based on Perturbation Method
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Portfolio Model Based on Hybrid Quantum Particle Swarm Optimization with Empirical Research
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