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1. VALUATION OF VULNERABLE OPTIONS UNDER THE DOUBLE EXPONENTIAL JUMP MODEL WITH STOCHASTIC VOLATILITY SCOPUS SCIE SSCI

作者:Han, Xingyu

作者机构:[Han, Xingyu] Shandong Univ, Inst Financial Studies, Jinan 250100, Shandong, Peoples R China.; [Han, Xingyu] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES,2019,Vol.33,Issue.1,81-104

WOS被引数:2

资源类型:期刊论文

WOS:000458361700005

2. EXTENSION OF THE STRONG LAW OF LARGE NUMBERS FOR CAPACITIES SCOPUS SCIE SSCI

作者:Chen, Zengjing; Huang, Weihuan; Wu, Panyu

作者机构:[Chen, Zengjing] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Huang, Weihuan; Wu, Panyu] Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China.

来源:MATHEMATICAL CONTROL AND RELATED FIELDS,2019,Vol.9,Issue.1,175-190

资源类型:期刊论文

WOS:000454843700008

3. A Stochastic EM Algorithm for Quantile and Censored Quantile Regression Models SCOPUS SCIE SSCI

作者:Yang, Fengkai

作者机构:[Yang, Fengkai] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Yang, Fengkai] Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China.

来源:COMPUTATIONAL ECONOMICS,2018,Vol.52,Issue.2,555-582

资源类型:期刊论文

WOS:000441531500012

4. Fair bilateral pricing under funding costs and exogenous collateralization SCOPUS SCIE SSCI

作者:Nie, Tianyang; Rutkowski, Marek

作者机构:[Nie, Tianyang] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.; [Rutkowski, Marek] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia.; [Rutkowski, Marek] Warsaw Univ Technol, Fac Math & Informat Sci, Warsaw, Poland.

来源:MATHEMATICAL FINANCE,2018,Vol.28,Issue.2,621-655

WOS被引数:2

资源类型:期刊论文

WOS:000427584600006

5. Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance SCOPUS SCIE SSCI

作者:Wu, Zhen; Zhuang, Yi

作者机构:[Wu, Zhen; Zhuang, Yi] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.

来源:APPLIED MATHEMATICS AND COMPUTATION,2018,Vol.321,577-592

资源类型:期刊论文

WOS:000417521600042

6. Martingale problem under nonlinear expectations SCOPUS SCIE SSCI

作者:Guo, Xin; Pan, Chen; Peng, Shige

作者机构:[Guo, Xin] Univ Calif Berkeley, Dept Ind Engn & Operat Res, Berkeley, CA 94720 USA.; [Pan, Chen] Natl Univ Singapore, Dept Math, Singapore, Singapore.; [Peng, Shige] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.

来源:MATHEMATICS AND FINANCIAL ECONOMICS,2018,Vol.12,Issue.2,135-164

资源类型:期刊论文

WOS:000429389000001

7. Pricing and hedging vulnerable option with funding costs and collateral EI SCOPUS SCIE SSCI

作者:Han, Xingyu

作者机构:[Han, Xingyu] Shandong Univ, Inst Financial Studies, Jinan 250100, Shandong, Peoples R China.; [Han, Xingyu] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:CHAOS SOLITONS & FRACTALS,2018,Vol.112,103-115

资源类型:期刊论文

WOS:000434463100013

8. LINEAR QUADRATIC MEAN-FIELD-GAME OF BACKWARD STOCHASTIC DIFFERENTIAL SYSTEMS SCOPUS SCIE SSCI

作者:Du, Kai; Huang, Jianhui; Wu, Zhen

作者机构:[Du, Kai; Wu, Zhen] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Du, Kai] Shandong Univ, Zhongtai Secur Inst Financial Study, Jinan 250100, Shandong, Peoples R China.; [Huang, Jianhui] Hong Kong Polytech Univ, Dept Appl Math, Hong Kong, Hong Kong, Peoples R China.

来源:MATHEMATICAL CONTROL AND RELATED FIELDS,2018,Vol.8,Issue.3-4,653-678

资源类型:期刊论文

WOS:000444600600011

9. Partially observed time-inconsistent stochastic linear-quadratic control with random jumps EI SCOPUS SCIE SSCI

作者:Wu, Zhen; Zhuang, Yi

作者机构:[Wu, Zhen; Zhuang, Yi] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:OPTIMAL CONTROL APPLICATIONS & METHODS,2018,Vol.39,Issue.1,230-247

资源类型:期刊论文

WOS:000429305500014

10. Estimating Added Values of the Integrated Emergency Response System for Airport Accident: Improved Responsiveness and Increased Service Capacity EI SCOPUS SCIE SSCI

作者:Guo, Ying; Zhang, Shen; Zhang, Zhen; Meng, Qingchun

作者机构:[Guo, Ying; Zhang, Shen; Meng, Qingchun] Shandong Univ, Sch Management, Jinan 250100, Peoples R China.; [Zhang, Zhen] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:MATHEMATICAL PROBLEMS IN ENGINEERING,2018,Vol.2018

资源类型:期刊论文

WOS:000432703500001

11. Properties Exploring and Information Mining in Consumer Community Network: A Case of Huawei Pollen Club EI SCOPUS SCIE SSCI

作者:Meng, Qingchun; Zhang, Zhen; Wan, Xiaole; Rong, Xiaoxia

作者机构:[Meng, Qingchun] Shandong Univ, Sch Management, Jinan 250100, Shandong, Peoples R China.; [Meng, Qingchun; Zhang, Zhen; Wan, Xiaole; Rong, Xiaoxia] Shandong Univ, Res Ctr Value Cocreat Network, Jinan 250100, Shandong, Peoples R China.; [Zhang, Zhen; Rong, Xiaoxia] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Wan, Xiaole] Ocean Univ China, Sch Management, Qingdao 266100, Peoples R China.

来源:COMPLEXITY,2018,Vol.2018

资源类型:期刊论文

WOS:000450222800001

12. Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application SCOPUS SCIE SSCI

作者:Zhuang, Yi

作者机构:[Zhuang, Yi] Shandong Univ, Sch Math, Shanda South Rd, Jinan 250100, Shandong, Peoples R China.

来源:ADVANCES IN DIFFERENCE EQUATIONS,2017

资源类型:期刊论文

WOS:000418227700002

13. A Non-iterative Bayesian Sampling Algorithm for Linear Regression Models with Scale Mixtures of Normal Distributions SCOPUS SCIE SSCI

作者:Yang, Fengkai; Yuan, Haijing

作者机构:[Yang, Fengkai; Yuan, Haijing] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Yang, Fengkai; Yuan, Haijing] Shandong Univ, Sch Math & Stat, Weihai, Peoples R China.

来源:COMPUTATIONAL ECONOMICS,2017,Vol.49,Issue.4,579-597

资源类型:期刊论文

WOS:000398116100003

14. Numerical simulation of a Finite Moment Log Stable model for a European call option SCOPUS SCIE SSCI

作者:Zhang, H.; Liu, F.; Turner, I.; Chen, S.; Yang, Q.

作者机构:[Zhang, H.] Fuzhou Univ, Sch Math & Comp Sci, Fuzhou 350108, Peoples R China.; [Liu, F.; Turner, I.; Yang, Q.] Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia.; [Chen, S.] Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu 611130, Peoples R China.; [Chen, S.] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:NUMERICAL ALGORITHMS,2017,Vol.75,Issue.3,569-585

资源类型:期刊论文

WOS:000404181200004

15. Optimal control of groundwater pollution combined with source abatement costs and taxes SCOPUS SCIE SSCI

作者:Yuan, Yujing; Liang, Dong; Zhu, Hongmei

作者机构:[Yuan, Yujing] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Liang, Dong; Zhu, Hongmei] York Univ, Dept Math & Stat, Toronto, ON M3J 1P3, Canada.

来源:JOURNAL OF COMPUTATIONAL SCIENCE,2017,Vol.20,17-29

资源类型:期刊论文

WOS:000403123400003

16. A non-iterative posterior sampling algorithm for linear quantile regression model EI SCOPUS SCIE SSCI

作者:Yang, Fengkai; Yuan, Haijing

作者机构:[Yang, Fengkai; Yuan, Haijing] Shandong Univ, Sch Math, Jinan, Shandong, Peoples R China.; [Yang, Fengkai; Yuan, Haijing] Shandong Univ, Sch Math & Stat, Weihai, Peoples R China.

来源:COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2017,Vol.46,Issue.8,5861-5878

资源类型:期刊论文

WOS:000415033700001

17. OPTIMIZATION AND SIMULATION FOR AIRPORT EMERGENCY INVENTORY WITH REPLACEMENT SCOPUS SCIE SSCI

作者:Meng, Q. C.; Guo, Y.; Zhao, P. X.; Lu, T. X.; Wan, X. L.; Rong, X. X.; Pan, W.

作者机构:[Meng, Q. C.; Guo, Y.; Zhao, P. X.; Lu, T. X.; Wan, X. L.] Shandong Univ, Sch Management, Jinan 250100, Peoples R China.; [Rong, X. X.] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Pan, W.] Wuhan Univ, Sch Econ & Management, Wuhan 430072, Peoples R China.

来源:INTERNATIONAL JOURNAL OF SIMULATION MODELLING,2017,Vol.16,Issue.1,133-144

WOS被引数:2

资源类型:期刊论文

WOS:000396486300011

18. TIME-INCONSISTENT RECURSIVE STOCHASTIC OPTIMAL CONTROL PROBLEMS EI SCOPUS SCIE SSCI

作者:Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong

作者机构:[Wei, Qingmeng] Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R China.; [Yong, Jiongmin] Univ Cent Florida, Dept Math, Orlando, FL 32816 USA.; [Yu, Zhiyong] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.

来源:SIAM JOURNAL ON CONTROL AND OPTIMIZATION,2017,Vol.55,Issue.6,4156-4201

资源类型:期刊论文

WOS:000418678100029

19. Eb&D: A new clustering approach for signed social networks based on both edge-betweenness centrality and density of subgraphs SCOPUS SCIE SSCI

作者:Qi, Xingqin; Song, Huimin; Wu, Jianliang; Fuller, Edgar; Luo, Rong; Zhang, Cun-Quan

作者机构:[Qi, Xingqin; Song, Huimin] Shandong Univ Weihai, Sch Math & Stat, Weihai 264209, Peoples R China.; [Wu, Jianliang] Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China.; [Fuller, Edgar; Luo, Rong; Zhang, Cun-Quan] West Virginia Univ, Dept Math, Morgantown, WV 26506 USA.

来源:PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2017,Vol.482,147-157

资源类型:期刊论文

WOS:000405885500013

20. Differential games with asymmetric information and without Isaacs\' condition SCOPUS SCIE SSCI

作者:Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong

作者机构:[Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong] Univ Brest, CNRS, UMR 6205, Lab Math, Brest, France.; [Xu, Yuhong] Suzhou Univ, Math Ctr Interdiscipline Res, Suzhou 215006, Peoples R China.; [Xu, Yuhong] Suzhou Univ, Sch Math Sci, Suzhou 215006, Peoples R China.; [Buckdahn, Rainer] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.

来源:INTERNATIONAL JOURNAL OF GAME THEORY,2016,Vol.45,Issue.4,795-816

WOS被引数:2

资源类型:期刊论文

WOS:000388975000002

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