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Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载：13/0  |  提交时间：2020/05/24
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model 期刊论文
Energy Policy, 2019, 卷号: 135
作者:  Pan, Xiongfeng;  Uddin, Md. Kamal;  Saima, Umme;  Guo, Shucen;  Guo, Ranran
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02
An integration by parts formula in a Markovian regime switching model and application to sensitivity analysis 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 卷号: 35, 期号: 5, 页码: 919-940
作者:  Liu, Yue[1];  Privault, Nicolas[2]
收藏  |  浏览/下载：8/0  |  提交时间：2019/12/24
Optimal financing and dividend policy with Markovian switching regimes 期刊论文
Communications in Statistics - Theory and Methods, 2017, 卷号: Vol.46 No.5, 页码: 2161-2180
作者:  Zhu, Huiming;  Deng, Chao;  Deng, Yingchun;  Huang, Ya
收藏  |  浏览/下载：16/0  |  提交时间：2019/12/31
A Markov Copula Model with Regime Switching and Its Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 1, 页码: 163-174
作者:  Liang, Xue
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22
A comparative goodness-of-fit analysis of distributions of some Levy processes and Heston model to stock index returns 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2016, 卷号: 36, 期号: [db:dc_citation_issue], 页码: 69-83
作者:  Goncu, Ahmet;  Karahan, Mehmet Oguz;  Kuzubas, Tolga Umut
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/02
A Markov Copula Model with Regime Switching and Its Application 期刊论文
应用数学学报, 2016, 卷号: 32, 页码: 163-174
作者:  Liang Xue[1]
收藏  |  浏览/下载：5/0  |  提交时间：2019/04/26
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

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