Mathematics in Practice and Theory 2013 Issue 22 Pricing Collar Option Based on CEV Diffusion Model

Pricing Collar Option Based on CEV Diffusion Model
PENG Bin;

..............page:1-8

Contagion Effect of Stock Market and Bond Market Researched by Chi-Plot
HE Ping;,WANG Lu;,WANG Qin;,WANG Xia-ni;

..............page:9-14

Unit Root Test in Panel Data Basing on the Limiting Spectral Distribution of Large-bimensional Random Matrix
MIAO Bai-qi;,WANG Cheng;,ZHAO Xiao-fang;

..............page:15-23

Discussion on the Structure of ANFIS Neural Network Model for CPI Data Prediction
CHEN Ji-guang;

..............page:24-27

Dynamic Prediction of Stock Index Based on Grey System and BP Neural Network
JIANG Hui;,XU Gui-feng;

..............page:28-37

Review of the Application of Data Envelopment Analysis in Performance Measurement Of Higher Education
LUO Kai-ping;,NIU Ze-min;,ZHANG Ning;

..............page:38-48

District Differentia Analysis on China's Carbon Intensity——Empirical Study Based on Provincial Dynamic Panel Data
HUANG Fang;,JIANG Ke-shen;

..............page:49-56

Research on the Evolution of the International Oil Trade Network
AN Hai-zhong;,CHEN Yu-rong;,FANG Wei;,GAO Xiang-yun;

..............page:57-64

Prediction Structure of Agriculture Output Value Based on Markova Model
JU Jin-yan;,ZHU Rong-xin;

..............page:65-70

Research on Evaluation of the Growth of Listed Corporations in Hotel Industry
HUANG Yan-ping;,YAO Xian-lin;

..............page:71-77

The Analysis of Real Benefits of BRICS Manufacturing Industry Exports——Based on Input-Output Table
LI Guo-peng;,LIU Yao;,WANG Shao-yuan;

..............page:78-90

Comparative Study on Parameter Estimation Methods of Income Function
LIU Xin-bo;,LIU Yi-fang;,LUO Wen-bo;

..............page:91-98

Technique of Well-seismic Combined with Grey Correlation Waveform Reservoir Interpretation——Take Nan 8 area as an example
LI Ji;,LI Zhan-dong;,LIU Jing;,ZHANG Hai-xiang;

..............page:99-104

Application of Set Pair Analysis in Cement Rotary Kiln Oxygen-Enriched Combustion, Energy-Saving Technological Transformation in Decision Making
CHEN Fei-long;,CHEN Tian-bao;,WANG Li-pin;,XUAN Yong;,ZHAO Ke-qin;,ZHOU Dong-ying;,ZHOU Yan-fang;

..............page:105-113

Analysis and Modeling Simulation of Low-voltage Power Line Channel Attenuation Characteristics
CHANG Ying;,LIU Da-hai;,TONG Zhi-hong;,WEI Shao-liang;

..............page:114-119

The Research for Multi-criteria Game with Imperfect Preference Information
NI Shi-hong;,ZHANG Peng;,ZHONG Lin;,ZHONG Wei;

..............page:120-127

A Geometric Process Model for a Warm Standby System of the Two Similar Components
fu qin hui ;, li fang ;, liu hai tao ;, meng xian yun ;, wu wen juan ;, yang yong ;, zhang jian long ;, zhang jing wen ;

..............page:128-134

Forecast of Grain Output Using a Method of Nonlinear Bp Neural Network Based on Linear ARIMA Modified
YI Zhong-yi;,ZHANG Yu-qing;,ZHOU Ying-heng;

..............page:135-142

Qualitative Analysis for a Ratio-Dependent Predator-Prey System
CHENG Yan;,DONG Ling-zhen;

..............page:143-148

The Model of N-node Tandem Open Queueing Network System with Set-up Time
LIU Li-wei;,WANG Song-jian;

..............page:149-156

Improved Ant Colony Algorithm Based on Pheromone and Application in the TSP
WANG Zhi-hong;,ZHANG Jia-shan;

..............page:157-161

On the Relationship Between Edge Moving Transformation and the Atom-bond Connectivity Index of Graphs
CHEN Jin-song;,LIU Jian-ping;

..............page:162-165

Compactness and Applications to Transport Equations
WANG Sheng-hua;,WU Hong-xing;,YUAN Deng-bin;

..............page:166-173

Imperfect Maintenance Model Based on the Reduction of System'S Failure Rate
KANG Jian-she;,LIU Tian-bin;,YOU Zhi-feng;

..............page:174-179

The Testing And Analysis of the Effects of Crossover Probability on Genetic Algorithms' Calculating Speed
JIAO Jian;,MI Bao-fu;,WANG Fu-Lin;,XU Mei;,ZHANG Dai-di;

..............page:180-183

Comparison of Numerical Solutions for the Second Kind Fredholm Integral Equation with Weakly Singular Kernel
WANG Hui;,WANG Li-li;,ZHANG Xin;

..............page:184-188

Parameter Estimation of Mixed Exponential Weibull Distributions under Fixed Number Truncation
LU Dian-jun;,WANG Yu;,ZHANG Xiao-qin;

..............page:189-195

Optimal Design for Power Control Unit Board Layout
FAN Ruo-nan;,HE Xu;,REN Liang;,XU Hou-bao;,ZHANG Xiu-ting;

..............page:196-201

Expansion of Numerical Eigenvalues by Wilson's Brick
LI Shun-li;,YANG Yi-du;

..............page:202-212

Solvability Conditions and Asymptotic Solution of a Nonlinear System
OUYANG Cheng;,ZHANG Yuan;

..............page:213-217

Finite-time Stability of Difference Inclusions
DING Zhi-shuai;,FANG Jian-yin;,MU Xiao-wu;,WANG Jie;

..............page:218-222

Existence Results of Infinitely Solutions of Elliptic Mixed Boundary Problems
LI Guo-fa;

..............page:223-227

Nonhomogeneous Multi-point Boundary Value Problem with p-Laplacian Operator
WANG Chong;,WANG Jin-hua;,ZHU Jiang-hong;

..............page:228-233

Covering of Products of Fuzzy Finite State Automata Over Unitary Semirings
SHI Jun;,XIE Zheng-wei;,YI Zhong;,ZHAI Ying;

..............page:234-242

Some Explorations on the Vertex-distinguishing Proper Edge-coloring of Compositional Graphs Kp[Pq]
CHEN Xiang-en;,MA Chun-yan;,WANG Zhi-wen;,YANG Fang;,YAO Bing;

..............page:243-248

New Binomial Mappings with Low Differential Uniformity
ZHA Zheng-bang;,ZHAO Wu-chao;

..............page:249-252

A Generalized Form of Weighted Networks Evolving Model
CHEN Jun-hua;,GONG De-wei;,GU Peng-yao;,ZHOU Ming-hua;

..............page:253-259

The Strongly Ergodicity of a Type of Branching Processes
QU Cong;,ZHANG Shui-li;

..............page:260-263

Breather Wave Solutions for the (2+1)-Dimensional Boussinesq Equation
LIU Jun;,LUO Hong-ying;,SUN De-gui;,YU Xiao-ting;

..............page:264-268

Algebraic Configuration of Tangent Line and Plane in a 3-D Space
DING Yun;,YANG Xiao-chun;

..............page:269-273

Qualitative Analysis of a Stochastic Ratio-Dependent Food-Chain System
FAN Cai-feng;,NIE Dan-Dan;,WEI Qiu-yu;,XIONG Zuo-liang;

..............page:274-277

Positive Periodic Solutions for a kind of Neutral Predator-prey System with an S-type Variable Harvesting in the Prey Species
JIANG Lin-li;,YAO Xiao-jie;

..............page:278-285

New Analytical Solutions of the mBBM Equation
LIU Zhuan-ling;

..............page:286-290

The Data Analysis on Questionnaire Survey of Teachers' Occupational Ability of Newly-established Universities
SONG Hui-ling;,SUN Wei;,WANG Lin;

..............page:291-296