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A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates. 期刊论文
Chaos, Solitons & Fractals, 2019, 卷号: Vol.123, 页码: 59-68
作者:  Ma, Chaoqun;  Ma, Zonggang;  Xiao, Shisong
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/13
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates 期刊论文
CHAOS SOLITONS & FRACTALS, 2019, 卷号: Vol.123, 页码: 59-68
作者:  Ma, CQ;  Ma, ZG;  Xiao, SS
收藏  |  浏览/下载:3/0  |  提交时间:2019/12/17
Investment, Tobin's q, and interest rates 期刊论文
JOURNAL OF FINANCIAL ECONOMICS, 2018, 卷号: 130, 期号: 3, 页码: 620-640
作者:  Lin, Xiaoji;  Wang, Chong;  Wang, Neng;  Yang, Jinqiang
收藏  |  浏览/下载:8/0  |  提交时间:2019/08/22
市场分割与外汇风险:基于汇率-利率的联合信息提取 学位论文
2017, 2016
邓弋威
收藏  |  浏览/下载:6/0  |  提交时间:2017/06/20
Prediction of soil moisture scarcity using sequential Gaussian simulation in an arid region of China 期刊论文
GEODERMA, 2017, 卷号: 295, 页码: 119-128
作者:  Shao, MG (reprint author), Northwest A&F Univ, State Key Lab Soil Eros & Dryland Farming Loess P, Yangling 712100, Shaanxi, Peoples R China.;  Zhang, Shuaipu;  Shao, Mingan;  Li, Danfeng;  Shao, MG (reprint author), Chinese Acad Sci, Key Lab Ecosyst Network Observat & Modeling, Inst Geog Sci & Nat Resources Res, Beijing 100101, Peoples R China.
收藏  |  浏览/下载:15/0  |  提交时间:2018/04/12
Reducible diffusions with time-varying transformations with application to short-term interest rates 期刊论文
ECONOMIC MODELLING, 2016, 卷号: 52, 页码: 266-277
作者:  Bu, Ruijun;  Cheng, Jie;  Hadri, Kaddour
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/26
Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates (EI收录) 期刊论文
Mathematical Methods of Operations Research, 2015, 卷号: 82, 页码: 61-83
作者:  Tan, Jiyang[1];  Li, Chun[1];  Li, Ziqiang[2];  Yang, Xiangqun[3];  Zhang, Bicheng[1]
收藏  |  浏览/下载:10/0  |  提交时间:2019/04/25
Why the Housing Sector Leads the Whole Economy: The Importance of Collateral Constraints and News Shocks 期刊论文
http://dx.doi.org/10.1007/s11146-012-9389-5, 2014
Ren, Yu; Yuan, Yufei; 任宇; 袁宇菲
收藏  |  浏览/下载:3/0  |  提交时间:2015/07/22
Why The House Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks 研究报告
2013
Yu Ren; Yufei Yuan   
收藏  |  浏览/下载:2/0  |  提交时间:2013/11/08
Why The Housing Sector Leads The Whole Economy: the Importance of Collateral Constraints and News Shocks 期刊论文
http://www.wise.xmu.edu.cn/paperInfor.asp?id=263, 2013
Yu Ren; Yufei Yuan   
收藏  |  浏览/下载:6/0  |  提交时间:2013/11/08


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