| Publication | Date of Publication | Type |
|---|
Total return swap valuation with counterparty risk and interest rate risk
Abstract and Applied Analysis | 2019-02-14 | Paper |
The dynamic spread of the forward CDS with general random loss
Abstract and Applied Analysis | 2019-02-14 | Paper |
Huber Fractal Image Coding Based on a Fitting Plane
IEEE Transactions on Image Processing | 2017-10-27 | Paper |
Some strong limit properties for countable nonhomogeneous Markov chains
Chinese Journal of Applied Probability and Statistics | 2016-10-06 | Paper |
| Progressive filtration enlargement in the generalized Cox model | 2015-02-11 | Paper |
The pricing of credit risky securities under stochastic interest rate model with default correlation.
Applications of Mathematics | 2014-07-03 | Paper |
| scientific article; zbMATH DE number 6135949 (Why is no real title available?) | 2013-02-13 | Paper |
| scientific article; zbMATH DE number 6129240 (Why is no real title available?) | 2013-01-24 | Paper |
| Coherent risk measures defined on cash flows | 2013-01-24 | Paper |
| Parametrization in the progressively enlarged filtration | 2013-01-07 | Paper |
Credit risky securities valuation under a contagion model with interacting intensities
Journal of Applied Mathematics | 2011-10-27 | Paper |
The intensity model for pricing credit securities with jump diffusion and counterparty risk
Mathematical Problems in Engineering | 2011-06-07 | Paper |
A noise-robust algorithm for classifying cyclic and dihedral symmetric images
Chaos, Solitons and Fractals | 2010-11-08 | Paper |
Mean Variance Hedging in a General Jump Model
Applied Mathematical Finance | 2010-05-27 | Paper |
| scientific article; zbMATH DE number 5669783 (Why is no real title available?) | 2010-02-12 | Paper |
| An optimal portfolio selection model with transaction costs under the constraint of higher moments | 2010-02-12 | Paper |
| A strong deviation theorem in series investment modeling | 2010-02-12 | Paper |
Limit theorems for stochastic vector-valued sequences and their applications
Southeast Asian Bulletin of Mathematics | 2009-11-11 | Paper |
| scientific article; zbMATH DE number 5630815 (Why is no real title available?) | 2009-11-11 | Paper |
| Optimal utility portfolio with probability constraint | 2009-11-11 | Paper |
| Asymptotic equipartition property for even-odd Markov chain fields on a Cayley tree | 2009-04-28 | Paper |
| scientific article; zbMATH DE number 5548245 (Why is no real title available?) | 2009-04-28 | Paper |
| scientific article; zbMATH DE number 5504813 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504788 (Why is no real title available?) | 2009-02-09 | Paper |
| scientific article; zbMATH DE number 5504951 (Why is no real title available?) | 2009-02-09 | Paper |
A local convergence theorem for partial sums of stochastic adapted sequences
Czechoslovak Mathematical Journal | 2009-02-09 | Paper |
A local convergence theorem for partial sums of stochastic adapted sequences
Czechoslovak Mathematical Journal | 2009-02-09 | Paper |
An enhanced fractal image denoising algorithm
Chaos, Solitons and Fractals | 2009-01-28 | Paper |
The Asymptotic Equipartition Property for Nonhomogeneous Markov Chains Indexed by a Homogeneous Tree
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability
Acta Mathematica Sinica, English Series | 2008-09-09 | Paper |
Ruin probabilities in the risk process with random income
Acta Mathematicae Applicatae Sinica. English Series | 2008-09-08 | Paper |
A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap
Applied Mathematics and Mechanics. (English Edition) | 2008-09-01 | Paper |
| Extreme value theory and VaR computation | 2008-06-03 | Paper |
Strong law of large numbers and asymptotic equipartition property for nonsymmetric Markov chain fields on Cayley trees
Acta Mathematica Scientia. Series B. (English Edition) | 2008-06-03 | Paper |
| Limit theorems for log-optimal portfolio | 2008-04-04 | Paper |
| Optimal utility with side information and its affect | 2008-01-14 | Paper |
Change of filtrations and mean–variance hedging
Stochastics | 2008-01-09 | Paper |
| A computation approach based PSO for optimal portfolio | 2007-12-18 | Paper |
Valuing credit derivatives in a jump-diffusion model
Applied Mathematics and Computation | 2007-09-19 | Paper |
Information and dynamic coherent risk measures
Indian Journal of Pure & Applied Mathematics | 2007-09-03 | Paper |
| scientific article; zbMATH DE number 5183858 (Why is no real title available?) | 2007-08-28 | Paper |
| A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS | 2007-06-22 | Paper |
Generalized quantum entropy
Journal of Mathematical Physics | 2007-05-16 | Paper |
The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income
Applied Mathematics and Computation | 2007-05-14 | Paper |
Multi-period optimization portfolio with bankruptcy control in stochastic market
Applied Mathematics and Computation | 2007-04-26 | Paper |
The deficit at ruin in the Sparre Andersen model with interest
Journal of Applied Mathematics and Computing | 2007-04-05 | Paper |
Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging
Stochastic Analysis and Applications | 2007-02-15 | Paper |
| scientific article; zbMATH DE number 5049688 (Why is no real title available?) | 2006-08-28 | Paper |
| scientific article; zbMATH DE number 5049690 (Why is no real title available?) | 2006-08-28 | Paper |
| scientific article; zbMATH DE number 5032814 (Why is no real title available?) | 2006-06-15 | Paper |
Optimal Utility with Some Additional Information
Stochastic Analysis and Applications | 2005-11-25 | Paper |
| scientific article; zbMATH DE number 2226958 (Why is no real title available?) | 2005-11-08 | Paper |
| scientific article; zbMATH DE number 2219072 (Why is no real title available?) | 2005-10-27 | Paper |
| scientific article; zbMATH DE number 2186112 (Why is no real title available?) | 2005-07-04 | Paper |
Information-theoretic characterizations of conditional mutual independence and Markov random fields
IEEE Transactions on Information Theory | 2005-05-11 | Paper |
| scientific article; zbMATH DE number 2145712 (Why is no real title available?) | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2121670 (Why is no real title available?) | 2004-12-10 | Paper |
| scientific article; zbMATH DE number 2091957 (Why is no real title available?) | 2004-08-16 | Paper |
| scientific article; zbMATH DE number 1983609 (Why is no real title available?) | 2003-09-21 | Paper |
| scientific article; zbMATH DE number 1785838 (Why is no real title available?) | 2003-06-04 | Paper |
| scientific article; zbMATH DE number 1778143 (Why is no real title available?) | 2002-08-11 | Paper |
A dynamical system algorithm for solving a least squares problem with orthogonality constraints
Journal of Shanghai Jiaotong University (English Edition) | 2002-05-23 | Paper |
Feynman-Kac theorem about Cauchy problem of extended second-order parabolic equation
Journal of Shanghai Jiaotong University (Chinese Edition) | 2001-06-19 | Paper |
Analysis of the truncated error in solving the Black-Scholes equation
Journal of Shanghai Jiaotong University (Chinese Edition) | 2001-05-22 | Paper |
Convergence speed of evolutionary algorithm
Journal of Shanghai Jiaotong University (Chinese Edition) | 2001-03-20 | Paper |
| scientific article; zbMATH DE number 1234994 (Why is no real title available?) | 2001-02-04 | Paper |
| scientific article; zbMATH DE number 1978894 (Why is no real title available?) | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1918636 (Why is no real title available?) | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1536483 (Why is no real title available?) | 2000-11-28 | Paper |
| scientific article; zbMATH DE number 1522491 (Why is no real title available?) | 2000-10-30 | Paper |
| scientific article; zbMATH DE number 1287815 (Why is no real title available?) | 1999-05-17 | Paper |
| scientific article; zbMATH DE number 1226591 (Why is no real title available?) | 1998-11-24 | Paper |
Critical distortion of Potts model
IEEE Transactions on Information Theory | 1998-08-02 | Paper |
| scientific article; zbMATH DE number 1159185 (Why is no real title available?) | 1998-06-07 | Paper |
| scientific article; zbMATH DE number 1153109 (Why is no real title available?) | 1998-05-14 | Paper |
| scientific article; zbMATH DE number 1069099 (Why is no real title available?) | 1998-01-05 | Paper |
| scientific article; zbMATH DE number 575639 (Why is no real title available?) | 1994-07-03 | Paper |
A new method to estimate the critical distortion of random fields
IEEE Transactions on Information Theory | 1992-06-28 | Paper |
Entropic aspects of random fields on trees
IEEE Transactions on Information Theory | 1992-06-27 | Paper |
epsilon -entropy and critical distortion of random fields
IEEE Transactions on Information Theory | 1990-01-01 | Paper |
