The following pages link to Zhong-Xing Ye (Q874328):
Displaying 50 items.
- (Q541466) (redirect page) (← links)
- The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467) (← links)
- A noise-robust algorithm for classifying cyclic and dihedral symmetric images (Q603611) (← links)
- Credit risky securities valuation under a contagion model with interacting intensities (Q642743) (← links)
- The deficit at ruin in the Sparre Andersen model with interest (Q874329) (← links)
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- The Gerber-Shiu discounted penalty function in the delayed renewal risk process with random income (Q879562) (← links)
- Strong law of large numbers and asymptotic equipartition property for nonsymmetric Markov chain fields on Cayley trees (Q925685) (← links)
- A model for dependent default with hyperbolic attenuation effect and valuation of credit default swap (Q940499) (← links)
- Ruin probabilities in the risk process with random income (Q942870) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Information and dynamic coherent risk measures (Q995406) (← links)
- Limit theorems for stochastic vector-valued sequences and their applications (Q1034345) (← links)
- Total return swap valuation with counterparty risk and interest rate risk (Q1724070) (← links)
- The dynamic spread of the forward CDS with general random loss (Q1724436) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Valuing credit derivatives in a jump-diffusion model (Q2383797) (← links)
- An enhanced fractal image denoising algorithm (Q2519913) (← links)
- (Q2704933) (← links)
- (Q2704956) (← links)
- (Q2704967) (← links)
- (Q2764375) (← links)
- (Q2823506) (← links)
- (Q3023303) (← links)
- (Q3402712) (← links)
- (Q3402716) (← links)
- (Q3402722) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- Generalized quantum entropy (Q3441620) (← links)
- epsilon -entropy and critical distortion of random fields (Q3487269) (← links)
- (Q3500999) (← links)
- The Asymptotic Equipartition Property for Nonhomogeneous Markov Chains Indexed by a Homogeneous Tree (Q3549072) (← links)
- Mean Variance Hedging in a General Jump Model (Q3565098) (← links)
- (Q3595948) (← links)
- (Q3597869) (← links)
- (Q3599609) (← links)
- (Q3599780) (← links)
- A local convergence theorem for partial sums of stochastic adapted sequences (Q3599884) (← links)
- (Q3622298) (← links)
- (Q3622345) (← links)
- (Q3641478) (← links)
- (Q3641522) (← links)
- Entropic aspects of random fields on trees (Q3986468) (← links)
- A new method to estimate the critical distortion of random fields (Q3991401) (← links)
- (Q4220558) (← links)
- (Q4221662) (← links)
- (Q4243211) (← links)
- (Q4294503) (← links)
- (Q4358609) (← links)
- (Q4387990) (← links)
