Department of Mathematics, Shanghai University, Shanghai, China - Articles

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,909 Downloads 7,873 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Pricing for Basket CDS and LCDS (Articles)

Tao Wang, Jin Liang, Xiaoli Yang

Modern Economy Vol.3 No.2，March 28, 2012

DOI: 10.4236/me.2012.32024 5,547 Downloads 8,940 Views Citations
Minimal Surfaces and Gauss Curvature of Conoid in Fins-ler Spaces with (α, β)-Metrics (Articles)

Dinghe Xie, Qun He

Advances in Pure Mathematics Vol.2 No.4，July 27, 2012

DOI: 10.4236/apm.2012.24032 4,291 Downloads 7,723 Views Citations
Composite Quantile Regression for Nonparametric Model with Random Censored Data (Articles)

Rong Jiang, Weimin Qian

Open Journal of Statistics Vol.3 No.2，April 18, 2013

DOI: 10.4236/ojs.2013.32009 5,307 Downloads 8,864 Views Citations
Wronskian Determinant Solutions for the (3 + 1)-Dimensional Boiti-Leon-Manna-Pempinelli Equation (Articles)

Hongcai Ma, Yongbin Bai

Journal of Applied Mathematics and Physics Vol.1 No.5，October 22, 2013

DOI: 10.4236/jamp.2013.15004 5,371 Downloads 8,902 Views Citations
Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems (Articles)

Jinghao Zhu

Journal of Applied Mathematics and Physics Vol.4 No.10，October 13, 2016

DOI: 10.4236/jamp.2016.410188 1,344 Downloads 2,171 Views Citations
The Lump Solutions of the (1 + 1)-Dimensional Ito-Equation (Articles)

Xiangmin Meng, Hongcai Ma

Open Journal of Applied Sciences Vol.9 No.3，March 29, 2019

DOI: 10.4236/ojapps.2019.93011 919 Downloads 1,910 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,677 Downloads 12,541 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,555 Downloads 9,281 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Computing Approximation GCD of Several Polynomials by Structured Total Least Norm (Articles)

Xuefeng Duan, Xinjun Zhang, Qingwen Wang

Advances in Linear Algebra & Matrix Theory Vol.3 No.4，December 6, 2013

DOI: 10.4236/alamt.2013.34008 4,073 Downloads 7,660 Views Citations
A Minimality of the Rational Canonical Form (Articles)

Heguo Liu, Honglian Zhang

Advances in Linear Algebra & Matrix Theory Vol.9 No.4，November 15, 2019

DOI: 10.4236/alamt.2019.94006 885 Downloads 1,881 Views Citations
A Note on Finitely Generated Modules over a PID (Articles)

Xinru Ma, Heguo Liu, Honglian Zhang

Advances in Pure Mathematics Vol.10 No.12，December 21, 2020

DOI: 10.4236/apm.2020.1012043 592 Downloads 1,775 Views Citations
On a Class of Semigroup Graphs (Articles)

Li Chen, Tongsuo Wu

Advances in Pure Mathematics Vol.13 No.6，June 25, 2023

DOI: 10.4236/apm.2023.136021 158 Downloads 557 Views Citations
Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021 4,164 Downloads 5,347 Views Citations
A Brief Discussion on the Factors Influencing the Formation of Subordinates’ Followership (Articles)

Yueqi Wang, Haomin Zhang

Open Journal of Business and Management Vol.6 No.3，July 24, 2018

DOI: 10.4236/ojbm.2018.63054 1,737 Downloads 3,207 Views Citations
Decision Optimization for Cold Chain Logistics of Fresh Agricultural Products under the Perspective of Cost-Benefit (Articles)

Ying Ji

Open Access Library Journal Vol.6 No.2，February 27, 2019

DOI: 10.4236/oalib.1105232 1,101 Downloads 2,421 Views Citations
Research on the Innovation Path of Logistics Formats Based on 5G Technology (Articles)

Yanan Yan

Open Journal of Business and Management Vol.7 No.4，October 17, 2019

DOI: 10.4236/ojbm.2019.74132 1,319 Downloads 3,836 Views Citations
E-Commerce Enterprise Marketing Management: Realistic Dilemma, Main Incentives and Resolution Strategies (Articles)

Chenjie Li

Open Journal of Social Sciences Vol.8 No.7，July 23, 2020

DOI: 10.4236/jss.2020.87020 1,007 Downloads 2,424 Views Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021 2,934 Downloads 4,018 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,770 Downloads 2,715 Views Citations

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