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Keyword [Differential Equation]
Result: 61 - 80 | Page: 4 of 7
61. With Dividends Sparse Risk Model The Expectations Of The Discounted Penalty Function
62. Mixed Dividend Strategy To Explore In The Risk Model
63. On Copula Dependent Erlang (2) Risk Model
64. With Mixed Dividends For A Class Of Renewal Risk Model Of Bankruptcy
65. A Class Of Dependent Risk Model With Threshold Dividend Strategy
66. Asian Option Pricing Partial Differential Equation Methods And Probabilistic Methods
67. An Interpolation-Based Solution Method For European Pricing Options
68. Application Of A Kind Of Forward-Backward Stochastic Differential Equation In Portfolio Selection
69. Relevant Properties And Applications Of The Expectation Theory Under G-Framework
70. Study On Optimal Consumption And Portfolio With Inflation
71. Research On Financing Decision Based On BSDE Theory
72. Options Game Approach In Insurance Pricing
73. Pricing Of Exchange Options Based On The Fractional Brownian Motion
74. The European Option Pricing With Dividend Based On Fractional Brown Motion
75. Research On The Pricing Of The Unit-linked Insurance Based On The Model Of Backward Stochastic Differential Equation
76. Strongly Path Dependent Option Pricing Under CIR Stochastic Interest Rate Model
77. The Gerber-Shiu Expected Discounted Penalty Function For Risk Processes Under Absolute Ruin
78. The Solow-Swan Model With A Non-constant Population Growth Rate
79. The Research Of Optimal Portfolio Models Under Disordered Asset Return And Partial Information
80. The Preliminary Research Of Re-Insurance For The Thinning Process Under Constant Interest
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