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2014 Vol.30 No.6
Published 27 December 2014

article
article
561 Miao Junhong, Shen Jun
The Random Parameters AACD Models and Their Geometric Ergodicity
2014 Vol. 30 (6): 561-569 [Abstract] ( 757 ) [HTML 1KB] [PDF 372KB] ( 1236 )
570 Zou Bin, Tang Yuanyan, Li Luoqing, Xu Jie
New Bernstein's Inequalities for Dependent Observations and Applications to Learning Theory
2014 Vol. 30 (6): 570-584 [Abstract] ( 1165 ) [HTML 1KB] [PDF 479KB] ( 1304 )
585
Pricing Forward Starting Call Options under a Markov-Modulated Jump Diffusion Process
2014 Vol. 30 (6): 585-597 [Abstract] ( 726 ) [HTML 1KB] [PDF 574KB] ( 976 )
598 Zhang Xiaoqin, Kang Ju, Jing Wenjun
An Imputation Method for Missing Data in Compositional Based on Epanechnikov Kernel
2014 Vol. 30 (6): 598-606 [Abstract] ( 688 ) [HTML 1KB] [PDF 512KB] ( 1004 )
607 Han Kaishan
The Comparison of Causal Effect Estimation Methods at Missing at Random
2014 Vol. 30 (6): 607-619 [Abstract] ( 725 ) [HTML 1KB] [PDF 448KB] ( 1100 )
620 Fan Kun
Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models
2014 Vol. 30 (6): 620-630 [Abstract] ( 632 ) [HTML 1KB] [PDF 394KB] ( 1429 )
631 Xie Qichang, Lv Xiumei
Local Weighted Composite Quantile Estimating for Varying Coefficient Models
2014 Vol. 30 (6): 631-650 [Abstract] ( 757 ) [HTML 1KB] [PDF 1611KB] ( 1017 )
651 Deng Wenli, Zhang Tingting, Zhang Riquan
The Estimation of Accelerated Failure Time Model with Right-Censored Data
2014 Vol. 30 (6): 651-660 [Abstract] ( 837 ) [HTML 1KB] [PDF 390KB] ( 1256 )
661 Wang Cuilian, Liu Xiao, Xu Lin
The Optimal Dividend and Capital Injection Strategies in the Classical Risk Model with Randomized Observation Periods
2014 Vol. 30 (6): 661-672 [Abstract] ( 660 ) [HTML 1KB] [PDF 389KB] ( 1327 )

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