The following pages link to Chao-Qun Ma (Q1691318):
Displaying 45 items.
- (Q363602) (redirect page) (← links)
- Further study of production possibility set and performance evaluation model in supply chain DEA (Q363603) (← links)
- Pricing options and convertible bonds based on an actuarial approach (Q473970) (← links)
- American option pricing under GARCH diffusion model: an empirical study (Q741895) (← links)
- Periodic solutions for a delayed neural network model on a special time scale (Q968550) (← links)
- The effect of constant and mixed impulsive vaccination on SIS epidemic models incorporating media coverage (Q1011072) (← links)
- Explicit expressions for the valuation and hedging of the arithmetic Asian option (Q1433535) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Proximal iteratively reweighted algorithm for low-rank matrix recovery (Q1691320) (← links)
- Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
- Studying term structure of SHIBOR with the two-factor Vasicek model (Q1724348) (← links)
- Pricing vulnerable European options under Lévy process with stochastic volatility (Q1727064) (← links)
- A generalized fuzzy DEA/AR performance assessment model (Q1933904) (← links)
- Checking and adjusting order-consistency of linguistic pairwise comparison matrices for getting transitive preference relations (Q2011841) (← links)
- Vertex-pancyclicity of the \((n,k)\)-bubble-sort networks (Q2034788) (← links)
- Closed-form analytical solutions for options on agricultural futures with seasonality and stochastic convenience yield (Q2120709) (← links)
- Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk: application of Mellin transform methods (Q2165386) (← links)
- A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates (Q2213599) (← links)
- Pricing zero-coupon catastrophe bonds using EVT with doubly stochastic Poisson arrivals (Q2314745) (← links)
- Valuing convertible bonds based on LSRQM method (Q2320730) (← links)
- A strong limit theorem for the average of ternary functions of Markov chains in bi-infinite random environments (Q2348312) (← links)
- Pricing catastrophe risk bonds: a mixed approximation method (Q2442520) (← links)
- (Q2793284) (← links)
- (Q2793388) (← links)
- (Q2918211) (← links)
- Dividend moments for two classes of risk processes with phase-type interclaim times (Q2966062) (← links)
- Linguistic multi-criteria decision-making with representing semantics by programming (Q2977604) (← links)
- (Q3072833) (← links)
- (Q3164741) (← links)
- OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS (Q3523599) (← links)
- (Q4025710) (← links)
- (Q4038069) (← links)
- (Q4623558) (← links)
- The maximum surplus before ruin for two classes of perturbed risk model (Q4638885) (← links)
- (Q4852101) (← links)
- (Q4867589) (← links)
- (Q4984723) (← links)
- Data Clustering: Theory, Algorithms, and Applications, Second Edition (Q5151805) (← links)
- (Q5371667) (← links)
- Finite Element Approximations of an Optimal Control Problem with Integral State Constraint (Q5392405) (← links)
- (Q5398158) (← links)
- (Q5464307) (← links)
- (Q5744519) (← links)
- Data Clustering: Theory, Algorithms, and Applications (Q5754037) (← links)
- Fuzzy clustering based on linguistic information: a case study on clustering destinations with tourists’ perceptions (Q6090474) (← links)
