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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
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757
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1KB] [
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372KB] (
1236
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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
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1165
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1KB] [
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479KB] (
1304
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585
Pricing Forward Starting Call Options under a Markov-Modulated Jump Diffusion Process
2014 Vol. 30 (6): 585-597 [
Abstract
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726
) [
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1KB] [
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574KB] (
976
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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
) [
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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
) [
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1KB] [
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448KB] (
1100
)
620
Fan Kun
Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models
2014 Vol. 30 (6): 620-630 [
Abstract
] (
632
) [
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1KB] [
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394KB] (
1429
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631
Xie Qichang, Lv Xiumei
Local Weighted Composite Quantile Estimating for Varying Coefficient Models
2014 Vol. 30 (6): 631-650 [
Abstract
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757
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1KB] [
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1611KB] (
1017
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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
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1KB] [
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390KB] (
1256
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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
) [
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1KB] [
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389KB] (
1327
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