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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
期刊论文
INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, INSURANCE MATHEMATICS & ECONOMICS, 2019, 2019, 2019, 2019, 2019, 卷号: 89, 89, 89, 89, 89, 页码: 157-170, 157-170, 157-170, 157-170, 157-170
作者:
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
Adobe PDF(553Kb)
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浏览/下载:176/7
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提交时间:2021/03/24
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Ambiguity-averse insurer
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Robust optimal control
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Multiple dependent risks
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Square-root factor process
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Suboptimal strategy
Utility loss
Utility loss
Utility loss
Utility loss
Utility loss
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:
Yang, Zhaoqiang
Adobe PDF(556Kb)
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浏览/下载:164/5
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提交时间:2021/03/24
Costs
Stochastic systems
Fractional brownian motion
Fundamental solutions
Integral representation
Jump diffusion
Market pricing
Optimal exercise boundary
Skorohod integrals
Stochastic parabolic partial differential equations
A NEW STOPPING PROBLEM AND THE CRITICAL EXERCISE PRICE FOR AMERICAN FRACTIONAL LOOKBACK OPTION IN A SPECIAL MIXED JUMP-DIFFUSION MODEL
期刊论文
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2020, 卷号: 34, 期号: 1, 页码: 27-52
作者:
Yang, Zhaoqiang
Adobe PDF(379Kb)
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浏览/下载:279/18
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提交时间:2021/03/24
asymptotic behavior
fundamental solutions
mixed jump-diffusion fractional brownian motion
optimal stopping problem
wick-ito-skorohod integral
Default probability of American lookback option in a mixed jump-diffusion model
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 卷号: 540, 期号: 1, 页码: 1
作者:
Yang, Zhaoqiang
Adobe PDF(442Kb)
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浏览/下载:948/188
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提交时间:2021/03/24
Mixed jump-diffusion model
MJD-fBm
American lookback option
The first passage time
Laplace transform
Explicit formula
Default probability
A Performance Comparison of Neural Networks in Forecasting Stock Price Trend
期刊论文
INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2017, 卷号: 10, 期号: 1, 页码: 336-346
作者:
Wu, Binghui
;
Duan, Tingting
Adobe PDF(1805Kb)
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浏览/下载:129/5
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提交时间:2021/03/24
Stock market
BP neural network
Elman neural network
CSI 300 Index
relative error
Performance comparison
Forecasting stock prices
Environmental factors
Complex relationships
Neural networks
Investments
Studies on Multilingual Lexicography
期刊论文
LEXIKOS, 2020, 期号: 30
作者:
Xu, Hebing
;
Hu, Wenfei
;
Zhao, He
收藏
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浏览/下载:81/0
  |  
提交时间:2021/09/09
THE INFLUENCE OF ENTERPRISE PERFORMANCE INNOVATION BASED ON POSITIVE PSYCHOLOGY ON ECONOMIC DEVELOPMENT
会议论文
MEDICINSKA NAKLADA
作者:
Liu, Jianguo
;
Wang, Jiahui
收藏
  |  
浏览/下载:51/0
  |  
提交时间:2023/07/19
THE INFLUENCE OF THINKING LOGIC BARRIER ON THE RELATIONSHIP BETWEEN SUPPLY AND DEMAND IN ECONOMIC MANAGEMENT
会议论文
MEDICINSKA NAKLADA
作者:
Zhao, Hui
;
Shi, Yarong
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浏览/下载:34/0
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提交时间:2023/07/19
Review of urban multilingualism in Europe: bridging the gap between language policies and language practices
专著章节
出自: INTERNATIONAL JOURNAL OF MULTILINGUALISM:ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD, 2022
作者:
Zhao, He
;
Xu, Hebing
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浏览/下载:34/0
  |  
提交时间:2023/07/19
Studies on Multilingual Lexicography
专著章节
出自: LEXIKOS:BURO VAN DIE WAT, 2020
作者:
Xu, Hebing
;
Hu, Wenfei
;
Zhao, He
收藏
  |  
浏览/下载:44/0
  |  
提交时间:2023/07/19