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Comparison Theorem for Multidimensional Backward Stochastic Differential Equations
ZHOU Shengwu
2004, 20(3): 225-228.
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Closed-Form Solution of the Option Problem under the Combination of a Stochastic Volatility Process and a Jump Process
YANG Zhaojun, HUANG Lihong
2004, 20(3): 229-233.
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Testing Association for a Quantitative Trait Locus Using Discordant Sibship Data
ZHANG Hong, ZHAO Lincheng
2004, 20(3): 234-248.
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Study on the Statistical Distribution of Returns Series
YI Yanhong, ZHOU Shipeng
2004, 20(3): 249-253.
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Extended Correlation Order and Some of Its Properties
ZHANG Yi, WENG Chengguo, HE Wenjiong
2004, 20(3): 254-258.
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A Note on Stochastic Difference Equations and its Application to GARCH Models
ZHANG Zhiqiang, TANG Jiahao
2004, 20(3): 259-269.
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Reliability Sampling Inspection for Two-parameter Weibull Distribution
WU Qiguang, LI Guoying, GU Lan, ZHAO Zhiyuan
2004, 20(3): 270-286.
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Some Properties of Spectral Decomposition Estimate of Variance Components
SHI Jianhong, WANG Songgui
2004, 20(3): 287-294.
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Simulating Pricing for American Put Options Based on Partial Least Square Method
ZHENG Chengli, HAN Liyan
2004, 20(3): 295-300.
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Ruin Probability for the Risk Process with Correlated Negative Risk Sums
DONG Yinghui, WANG Guojing
2004, 20(3): 301-306.
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Effect of Financial Constraint on Stock Return
YAO Junmin, YE Zhongxing
2004, 20(3): 307-312.
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On Analysis of Saturated Unreplicated Factorial Designs
CHEN Ying
2004, 20(3): 313-326.
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