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Pricing American Contingent Claims with Frictions
Meng Qingxin, Lao Lanjun, Zhao Xuelei
2008, 24(5): 449-262.
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On Optimising the Estimation of Extreme Value Quantiles of a Probability Distribution
Ouyang Zisheng, Yang Xiangqun, Chen Neiping
2008, 24(5): 463-474.
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基于最大惩罚似然的高斯混合模型无监督分类研究
Yu Peng, Tong Xinwei, Feng Jufu
2008, 24(5): 475-483.
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Efficient Subset for Portfolio with Singular Covariance Matrix
Jiang Chunfu, Dai Yonglong
2008, 24(5): 484-492.
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On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate
Liu Li
2008, 24(5): 493-500.
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Inverse Regression Estimation for Regression Coefficient of Multinomial Probit Model
Ma Jianjun, Xu Xingzhong
2008, 24(5): 501-512.
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The Modification and Optimization of Haezendonck Risk Measure
Xun Li, Song Lixin, Wang Dehui
2008, 24(5): 513-521.
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The Method Based on the Isotonic Regression Estimation for Identifying the Maximum Tolerated Dose
Wang Xueli, Zhang Zhongzhan, Tao Jian, Shi Ningzhong
2008, 24(5): 522-530.
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The Estimation of Distribution Function\\and Its Convergent Rate with Interval Censored Data
Ding Bangjun
2008, 24(5): 531-540.
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The Testing in GEE Method without PA Condition
Ji Yunqi, Zhu Zhongyi
2008, 24(5): 541-553.
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