ASSETS

作品数：353被引量：107H指数：5
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DYNAMIC VALUATION OF OPTIONS ON NON-TRADED ASSETS AND TRADING STRATEGIES被引量：1
《Journal of Systems Science & Complexity》2013年第6期991-1001,共11页MI Hui ZHANG Shuguang 
supported by the National Basic Research Program of China(973 Program)under Grant No.2007CB814901;the National Natural Science Foundation of China under Grant Nos.11101215 and 61304065;the Program of Natural Science Research of Jiangsu Higher Education Institutions of China under GrantNo.12KJB110011
This paper investigates the pricing of options written on non-traded assets and trading strategies for the stock and option in an exponential utility maximization framework.Under the assumption that the option can be ...
关键词：Non-traded asset option pricing portfolio selection stochastic control. 
OPTIMAL INVESTMENT WITH MULTIPLE RISKY ASSETS UNDER SHORT-SELLING PROHIBITION IN A PERIODIC ENVIRONMENT
《Journal of Systems Science & Complexity》2012年第4期691-706,共16页Shanshan WANG Chunsheng ZHANG 
supported by National Basic Research Program of China(973 Program) under Grant No. 2007CB814905;the Natural Science Foundation of China under Grant No.11171164
In this paper, the surplus process is assumed to be a periodic risk model and the insurer is allowed to invest in multiple risky assets described by the Black-Scholes market model. Under shortselling prohibition, the ...
关键词：Adjustment coefficient exponential utility Ito formula optimal strategy periodic environrnent ruin probability. 
Assessment of trophic status in Changjiang (Yangtze) River estuary被引量：3
《Chinese Journal of Oceanology and Limnology》2007年第3期261-269,共9页WANG Baodong 
Supported by the National Key Basic Research Program,Ministry of Science and Technology of China(No.2001CB4097);the Foundation of the Key Laboratory of Marine Ecosystem and Biogeochemistry,SOA(No.LMEB200603).
The integrated methodology for the assessment of estuarine trophic status(ASSETS),which was extended and refined from the United States National Estuarine Eutrophication Assessment(NEEA),is a multi-parameter assessmen...
关键词：EUTROPHICATION model ESTUARY Changjiang(Yangtze)River ASSETS index 
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