Journal of Dalian University of Technology 2006 Issue 6 Applications of the first hitting time to price exotic options

Applications of the first hitting time to price exotic options
FENG Jing-hai;WANG Mei-jiao

..............page:932-936

A decision method for vendor selection based on AHP/PROMETHEE/GAIA
WANG Jian-jun;WEI Cai-min;YANG De-li

..............page:926-931

Research on task scheduling models in distributed environments
MENG Xian-fu

..............page:920-925

Speech enhancement method based on ICA-R
LIN Qiu-hua;ZHENG Yong-rui;YIN Fu-liang

..............page:915-919

An efficient (t, n) threshold multi-secret sharing scheme
LI Hui-xian;CHENG Chun-tian;PANG Liao-jun

..............page:910-914

A new TDE method based on adaptive eigenvalue decomposition in presence of impulsive noises
LIU Wen-hong;QIU Tian-shuang;TANG Hong

..............page:905-909

Application of non-linear combination forecast method of system to ice flood prediction of the Yellow River
CHEN Shou-yu;JI Hong-lan;ZHANG Dao-jun

..............page:901-904

Hydraulic design and model test for impact-type energy dissipator
LIU Ya-kun;NI Han-gen;LI Jun-jie;XIA Xiao-jun

..............page:896-900

FBG sensors for on-line temperature measurements of ground-source heat pump
SUN Li;REN Liang;LI Hong-nan

..............page:891-895

Numerical analysis of raft-foundation interaction system considering consolidation effect of ground and elasto-plastic behaviour of soils
CUI Chun-yi;LUAN Mao-tian;ZHANG Ye-min;YANG Qing

..............page:886-890

An acceleration input stagger method in time domain for dynamic soil-structure interaction analysis
CHEN Jian-yun;LI Jian-bo;MA Xiu-ping

..............page:880-885

Experimental study of centrally loaded square steel tubular slender columns filled with steel-reinforced self-consolidating high-strength concrete
ZHU Mei-chun;WANG Qing-xiang;LIU Shi-run;ZHU Yao-guo

..............page:875-879

Superposition calculation of double-K fracture parameters of concrete using wedge splitting geometry and boundary effect
ZHANG Xiu-fang;XU Shi-lang;GAO Hong-bo

..............page:868-874

Experimental study of effects of freeze-thaw cycle on concrete columns strengthened with FRP laminates
HU An-ni;REN Hui-tao

..............page:862-867

Modeling and algorithm study for real time adjustment of floating dock's loading
SUN Cheng-meng;LIU Yin-dong

..............page:857-861

A method of image segmentation based on watershed translation and kernel clustering
FENG Lin;GUAN Hui-juan;SUN Tao;TENG Hong-fei

..............page:851-856

Study of piezoelectric ceramic self-sensing actuator based on integrator
CUI Yu-guo;DONG Wei-jie;SUN Bao-yuan;YANG Zhi-xin

..............page:845-850

Research on automatic support generation for solid model of IFMC
XU Dao-ming;JIA Zhen-yuan;GUO Dong-ming

..............page:837-844

MPT development and polishing characteristics test
WANG Xu-yue;WU Yong-bo;JIANG Jian;KATO Masana;XU Wen-ji

..............page:832-836

Experimental study of carbon steel surface finished by pulse electrochemical finishing technology
WANG Hui;LI Hong-you;ZHAI Xiao-bing;JIAO Wen-cong;ZHOU Jin-jin

..............page:828-831

Design and wave absorption properties of a slab containing randomly distributed discrete macro-inclusions
DUAN Yu-ping;LIU Shun-hua;WANG Gui-qin;GUAN Hong-tao

..............page:823-827

Research on numerical simulation of spatial and time distribution of phosphate in Dalian Bay of China
PIAO Xiang-hua;ZHOU Ji-ti;WANG Jing;JIN Ruo-fei;ZHANG Yu

..............page:819-822

Electrochemical oxidation of an anthraquinone dye using in situ electrogenerated active chlorine under galvanostatic model
YANG Yun-zhe;YANG Wei-shen;YANG Feng-lin;ZHANG Xing-wen

..............page:813-818

Toxicological characterization of photoelectrocatalytic degradation of PCP solution with alga growth inhibition test
LIU Wei;QUAN Xie;RUAN Xiu-li;ZHAO Jin-ying;ZHAO Ya-zhi;ZHAO Hui-min;CHEN Shuo

..............page:808-812

Effect of surface-active additives on mass transfer characteristics in an internal loop airlift reactor
ZANG Xiao-hong;WANG Jun;LIU Yan-lai

..............page:803-807

Study of isopropylation of β-methylnaphthalene with isopropanol over modified HUSY zeolites
YUAN Bing;DONG Wei-feng;LI Zong-shi;QIAO Wei-hong;WANG Gui-ru;CHENG Lü-bai

..............page:797-802

Research on synthesis of 2-hydroxy-4-methoxy-3'-aminodibenzophenone and its alkyl derivatives
SUN Yan-feng;GONG Guo-liang;SHENG Xue-bin;ZHAO De-feng

..............page:792-796

Numerical analysis of process induced stress field for composite filament wound vessel with metal liner
CHEN Hao-ran;REN Ming-fa;WANG Rong-guo

..............page:785-791

Analyses of mechanical characteristics for alpine ski
CHEN Li;QI Zhao-hui

..............page:781-784