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Privacy Protection for Blockchains with Account and Multi-Asset Model 期刊论文
CHINA COMMUNICATIONS, 2019, 卷号: 16, 期号: 6, 页码: 69-79
作者:  Li, Kang;  Sun, Yi;  Li, Jun;  Li, Zhongcheng;  Jia, Linpeng
收藏  |  浏览/下载:44/0  |  提交时间:2019/08/16
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time 期刊论文
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 2018, 卷号: 69, 期号: 4, 页码: 487-499
作者:  Cui, Xiangyu;  Li, Xun;  Wu, Xianping;  Yi, Lan
收藏  |  浏览/下载:7/0  |  提交时间:2019/08/22
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS 期刊论文
The ANZIAM Journal, 2016, 卷号: Vol.57 No.3, 页码: 280-298
作者:  YONGZENG LAI and HAIXIANG YAO 
收藏  |  浏览/下载:11/0  |  提交时间:2019/03/04
Dynamic asset–liability management in a Markov market with stochastic cash flows 期刊论文
Quantitative Finance, 2016, 卷号: Vol.16 No.10, 页码: 1575-1597
作者:  Yao, Haixiang;  Li, Xun;  Hao, Zhifeng;  Li, Yong
收藏  |  浏览/下载:3/0  |  提交时间:2019/03/04
METHOD FOR ASSET PORTFOLIO SELECTION CONSIDERING VALUE AND MOMENTUM STRATEGIES 期刊论文
Management Information and Optoelectronic Engineering: Proceedings of the 2015 International Conference on Management, Information and Communication & Proceedings of the 2015 International Conference on Optics and Electronics Engineering, 2016, 页码: 205-215
作者:  S.SHAN;  X.L.HAN
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/24
Multi-factor volatility and stock returns 期刊论文
JOURNAL OF BANKING & FINANCE, 2015, 卷号: 61, 页码: S132-S149
作者:  He, Zhongzhi (Lawrence);  Zhu, Jie;  Zhu, Xiaoneng
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
The Research on Household Financial Multi-objective Decision Based on Assets and Liabilities Management 会议论文
5th International Asia Conference on Industrial Engineering and Management Innovation (IEMI) / 4th Institute-of-Industrial-Engineers (IIE) Asian Conference, Xian, PEOPLES R CHINA
作者:  Liu, Yan-wen;  Pu, Lu-wa;  Cao, Chen
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/09
A comparison of U.S and Chinese financial market microstructure: heterogeneous agent-based multi-asset artificial stock markets approach 期刊论文
JOURNAL OF EVOLUTIONARY ECONOMICS, 2015, 卷号: 25, 页码: 901-924
作者:  Yang, Haijun;  Wang, Harry Jiannan;  Sun, Gui Ping;  Wang, Li
收藏  |  浏览/下载:1/0  |  提交时间:2020/01/06
多个资产期权的泡沫和Black-Scholes方程 期刊论文
2014
王艳培; 刘继春
收藏  |  浏览/下载:4/0  |  提交时间:2016/05/17
Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework 期刊论文
Insurance: Mathematics and Economics, 2014, 卷号: Vol.54, 页码: 84-92
作者:  Haixiang Yao;  Yongzeng Lai;  Qinghua Ma and Minjie Jian
收藏  |  浏览/下载:7/0  |  提交时间:2019/03/04


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