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On pricing of corporate securities in the case of jump-diffusion被引量：1
《Applied Mathematics(A Journal of Chinese Universities)》2014年第2期205-216,共12页REN Xue-min JIANG Li-shang 
Supported by the National Basic Research Program of China(973 Program)(2007CB814903)
Structural models of credit risk are known to present vanishing spreads at very short maturities. This shortcoming, which is due to the diffusive behavior assumed for asset values, can be circumvented by considering d...
关键词：default risk corporate bond stochastic interest rate jump diffusion process. 
Identifying Fake and Potential Corporate Members in Telecommunications Operators
《China Communications》2013年第8期150-157,共8页石文华 张晓航 龚雪 吕廷杰 
supported by the Youth Research and Innovation Program in Beijing University of Posts and Telecommunications under Grants No. 2012RC1006,No. 2012RC1008;the National Key Basic Research Program of China (973 Program) under Grant No.2012CB315805;and the National Natural Science Foundation of China under Grant No.71172135
Nowadays,mobile operators in China mainland are facing fierce competition from one to another,and their focus of customer competition has,in general,shifted from public to corporate customers.One big challenge in corp...
关键词：fake-member identification corporate customer rule-based method kernel density estimation 
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