CONTINGENT

作品数：57被引量：38H指数：4
导出分析报告
相关领域：经济管理更多>>
相关作者：王伟峰龚慧敏聂文龙汪峻李政云更多>>
相关机构：东北师范大学北京师范大学中山大学江西农业大学更多>>
相关期刊：更多>>
相关基金：国家自然科学基金国家社会科学基金上海市教育委员会重点学科基金国家重点基础研究发展计划更多>>
-
在结果中检索

检索结果分析

结果分析中...
选择条件：
  • 期刊=Progress in Natural Science:Materials Internationalx
共 条 记 录，以下是1-2
全选清除导出
参考文献引证文献引用追踪
视图：
排序：
Duplicating and pricing contingent claims with constrained portfolios
《Progress in Natural Science:Materials International》1998年第6期11-20,共10页彭实戈 杨峰 
Project partially supported by the National Natural Science Foudation of China (Grant No. 79790130)
The problem of pricing contingent claims is studied in the situation where the constrains imposed on an investor’s portfolios cannot be neglected. The following results are obtained: ( i ) under elastic rules, the co...
关键词：CONTINGENT CLAIM elastic RULES RIGID RULES BACKWARD stochastic differential equations. 
Contingent sensitivity to configuration in a nonlinear evolution system
《Progress in Natural Science:Materials International》1998年第2期43-46,共4页柯孚久 方新 夏蒙棼 赵栋伟 白以龙 
Project supported by the National Natural Science Foundation of China (Grant No. 19577102), the National Fundamental Research Project Nonlinear Science and Seiense Foundtion Aeronautics.
A trans-scopic sensitivity of macroscopic failure to slight differentiation in the meso-scopic structure of a system with nonlinear evolution is reported. A periodical chain following a non-local load-sharing evolutio...
关键词：EVOLUTION INDUCED CATASTROPHE CONTINGENT sensitivity. 
全选清除导出
共1页<1>
检索报告 对象比较 聚类工具 使用帮助 返回顶部