Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085 CN 61-1269/O1
导航切换
Chinese Journal of Engineering Mathematics
Home
About Journal
Editorial Board
Guide to Authors
Rewarded
Subscription
Contact Us
中文
Other articles related with "F830.9":
ZHANG Xinjun, JIANG Liang, LIN Qi, SONG Liping
The Impact of Self-exciting Jump Process for the Short Term Model with Stochastic Volatility
Chinese Journal of Engineering Mathematics 2024 Vol.41 (1): 17-38 [
Abstract
] (
43
) [
PDF
0 KB] (
6
)
YANG Jianqi
Optimal Utility for an Insider
Chinese Journal of Engineering Mathematics 2023 Vol.40 (3): 493-502 [
Abstract
] (
53
) [
PDF
191 KB] (
57
)
LIN Jianwei, SONG Liping
Pricing of Corporate Bonds with General Default Negative Correlation Structure under Stochastic Interest Rate
Chinese Journal of Engineering Mathematics 2023 Vol.40 (2): 219-230 [
Abstract
] (
60
) [
PDF
469 KB] (
35
)
DONG Yan
The Latent Variable Metropolis-Hastings Algorithm for Exchange Rate Series in Case of Missing Data and Pricing the Triggered Financial Products
Chinese Journal of Engineering Mathematics 2021 Vol.38 (3): 330-342 [
Abstract
] (
90
) [
PDF
440 KB] (
148
)
LI Hui-min, LIN Jian-wei
Pricing of the Corporate Debt and Optimal Default Boundary in Jump-diffusion Model with $-1$ Jump Size
Chinese Journal of Engineering Mathematics 2021 Vol.38 (1): 11-22 [
Abstract
] (
160
) [
PDF
317 KB] (
221
)
ZHANG Su-mei, ZHAO Jie-qiong
Option Pricing Under Mixed Exponential Jump Diffusion Model Based on the FST Method
Chinese Journal of Engineering Mathematics 2020 Vol.37 (2): 165-176 [
Abstract
] (
177
) [
PDF
444 KB] (
309
)
LIN Jian-wei, LI Hui-min
Pricing of Perpetual Corporate Debt with Bankruptcy Reorganization in a Double Exponential Jump-diffusion Model
Chinese Journal of Engineering Mathematics 2020 Vol.37 (1): 16-26 [
Abstract
] (
306
) [
PDF
185 KB] (
726
)
ZHANG Xin-jun, CHEN Hua-zhu, JIANG Liang
Parametric Estimation of Stochastic Volatility Models with Generalized Moment Method
Chinese Journal of Engineering Mathematics 2019 Vol.36 (6): 611-626 [
Abstract
] (
341
) [
PDF
259 KB] (
733
)
DONG Yan
Barrier Options' Pricing and Its Error Analysis Based on Perturbation Method
Chinese Journal of Engineering Mathematics 2018 Vol.35 (4): 375-384 [
Abstract
] (
166
) [
PDF
175 KB] (
429
)
LIN Jian-wei, LI Hui-min
Pricing of Perpetual Corporate Debt with Default Capital Reorganization in Jump-diffusion Model
Chinese Journal of Engineering Mathematics 2017 Vol.34 (4): 367-374 [
Abstract
] (
125
) [
PDF
176 KB] (
196
)
跳至
页
第1页
共1页
共10条记录
首页
上一页
下一页
尾页