Mathematics in Practice and Theory 2014 Issue 24 Pricing American Call Option Under the Jump-Fraction Model

Pricing American Call Option Under the Jump-Fraction Model
PENG Bin;PENG Fei;SEME Beijing University of Civil Engineering and Architecture;School of Business;Renmin University of China;University of British Column;

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Benford’S Law:a new Paradigm of China’S Macroeconomic Statistical Data Quality Evaluation
MI Zi-chuan;YANG Xiao-qing;Shanxi University of Financial and Economics;

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Research on Agricultural Listed Companies Stock Price Risk and Related Factors
SUN Zhi-hong;Business School of Shihezi University;

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Partner Selection for Innovation Alliances under Different Information Levels:From the perspective of knowledge acquisition
HAN Qing-chi;ZHAO Guo-jie;College of management and Economics;Tianjin University;

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Logistics Enterprise Performance Evaluation Based on ANP-fuzzy Comprehensive Evaluation Method
LI Xia;Department of Basic Courses of Wuxi Urban Vocational College;

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The Empirical Study of the Impact of the RMB Exchange Rate Fluctuations on the Industry Risk
ZHOU Mei;XUE Kai-min;College of Science;North China University of Tech;

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Multi-objective Grey Target Decision Method Based on Relative Entropy
WANG Xia;DANG Yao-guo;TAN Jing-yan;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;

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Research on Improved General Fuzzy Min-max Neural Network
LI Feng-jun;GAO Zhi-wen;JIN Zhi;College of Mathematics and Computer;Ningxia University;

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Incentive Mechanism Research Based on the Principal-agent in Online Group Buying Supply Chain
GUO San-dang;LIU Si-feng;FANG Zhi-geng;College of Economics and Management;Nanjing University of Aeronautics and Astronautics;Department of Management Science;Henan Agricultural University;

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A Bi-level Risk Decision on Discount Repurchasing Strategy Based on CVaR
SHEN Rui;JIANG Min;JIN Wei-xin;MENG Zhi-qing;College of Economics and Management;Zhejiang University of Technology;

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A Study of Sustainable Development Model Based on System Dynamics in the Mineral Resource-intensive Areas
LI Su-feng;YAN Liang;NIU Xiao-geng;YAN Xiao;ZHANG Ming-hui;ZHANG Ting-ting;School of Economics and Management;China University of Geosciences;Shijiazhuang University of Economics;College of Public Administration;HuaZhong Agricultural university;

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Study on Planer Location Method by Integrating Continuous And Discrete Methods:North China Petroleum Bureau Daniudi gas wastewater treatment plant site as an example
SHI Yong;LI Jin-ling;LI Bing-yi;GUO Hai-xiang;ZHU Ke-jun;College of Economics and Management;China University of Geosciences;Wuhan University of Engineering Science;Center for Digital Business and Intelligent Management;China University of Geosciences;

..............page:95-103

Study on the Pricing Convertible Bond with Paris Option Feature under Jump-diffusion Structure
YUAN Guo-jun;XIAO Qing-xian;Business School;University of Shanghai for Science and Technology;School of Economy and Management;West Anhui University;

..............page:104-113

Evaluation Model about Logistics Satisfaction in Shopping Online and Empirical Study
ZHANG Xia-heng;The College of Economics & Management;Chang’an University;

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VaR of Time-varying about Normality Transition of Sample Data
SUN Chun-hua;School of Statistics and Mathematics Inner Mongolia University of Finance and Economics;

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Analysis of Residents’ Garbage Classification Survey of Beijing
DING Shao-fang;WANG Dong-lin;WANG Yan;ZHONG Min;Beijing Vocational College of Electronic Science;Beijing College of Finance and Commerce;Capital Normal University;

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Computing Method for the Free Boundary of the American Options
LIN Hong-xi;SONG Li-ping;JIANG Liang;School of Business;Putian University;Department of Mathematics;Putian University;

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The Numerical Simulation of the Pressure Pulse Plugging Technology in Pressure Shocks Field
WANG Chun-sheng;CHU Hui-juan;LU Shu-tao;WANG Xiao-hu;SUN Ying-fan;PANG Bo-xue;CHEN Gui-ling;TIAN Ming-lei;The Northeast Petroleum University;The Seventh Oilfeld of the Frist Produetion Plant;Petrochina Daqing Oilfield;

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Quantitative Study on the Regulation of Renal Regulating Capacity of Chronic Respiratory Acid-base Balance Disturbance
WANG Gui-jie;ZHANG Hai-peng;Department of Mathematics;College of Basic Medical Sciences;China Medical University;Department of Pathophysiology;College of Basic Medical Sciences;China Medical University;

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Experiment and Statistical Characteristics on Uniaxial Compressive Strength of Sea-ice in Liaohe River Estuary Region
WANG Qing-kai;LU Yan;GUO Ke-cai;LI Zhi-jun;State Key Laboratory of Coastal and Offshore Engineering;Dalian University of Technology;The First Institute of Oceanography;State Oceanic Administration;Shangdong Provincial Key Laboratory of Marine Ecology and Environment and Disaster Prevention and Mitigation;North China Sea Marine Forecasting Center of State Oceanic Administration;

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The Client of LTE Monitoring System in Ice and Water Flow Based on Android
ZHONG Zhen-yu;QIN Jian-min;ZHANG Li;ZHONG Ze-yu;Key Laboratory of Advanced Transducers and Intelligent Control System;Ministry of Education and Shanxi Province;Taiyuan University of Technology;College of Physics and Optoelectronics;Taiyuan University of Technology;China Mobile Group Design Institute Co Ltd;State Grid Taiyuan Power Suppy Company;

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The Construction of Small-medium Enterprise Informatization Performance Evaluation Index System
ZHANG Jun-ling;School of Information Engineering;Lanzhou University of Finance and Economics;

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Decision Making Method For Two-sided Matching Based on Optimization Model
WANG Zhong-xing;HUANG Shuai;LIU Fang;School Mathematics & Information Science Guangxi University;

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The Weak Underwater Acoustic Signal Extraction Based on Knowable Noise Signal of LMS Adaptive Noise Cancellation
LIANG Bin;WANG Peng;BAI Yan-ping;North University of China;

..............page:184-190

Research on Models of Water Consumption in Beijing
FU Xiao-xue;CHEN Yi-jin;XIANG Liang-liang;School of Information and Engineering;Wenzhou Medical University;College of Geoscience and Surveying Engineering;China University of Mining & Technology;

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The Queue Length Distribution for Geo/G/1(E,SV)Queueing System with θ-Entering Discipline During Server Vacation
WEI Hong-yuan;GU Jian-xiong;WEI Ying-yuan;School of Civil Engineering;Hexi University;School of Physics and Mechanical & Electrical Engineering;Hexi University;School of Mathematics & Statistics;Hexi University;

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Prediction Algorithm for Fractal-dimension Weight of Spline Interpolation and Its application
YANG Li-hua;ZHAN Tang-sen;WU Qian;FU Chang-chun;ZHOU Mei-xu;CHENG Yu;School of Information Engineering;Jingdezhen Ceramic Institute;

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A Group Decision Making Method of if Multiple Attributes with if Attribute Weight Information
LIU Shou-sheng;XU Da-wei;BAI Song-ting;Institute of Sciences;PLA University of Science and Technology;

..............page:213-219

Analysis on A SEIR Epidemic Model with Nonlinear Incidence Rate and Vertical Transmission
YANG Jin-gen;LI Xue-zhi;LI Xiang-long;WANG Zhi-hui;Department of Mathematics;Xinyang Normal University;College of Science;University of Shanghai for Science and Technology;

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Terminal Airspace Sectorization Method Based on Graph Theory and GA Algorithm
WANG Fei;WANG Hong-yong;LI Shan-mei;Civil Aviation University of China;Tianjin Air Traffic Operation Planning and Safety Technology Laboratory;

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A Concise Proof of Kuhn-Tucker Conditions under the Linear Independent Constraint Qualification
LIU Yan-wu;ZHANG Zhong-zhen;School of Management;Wuhan University of Technology;

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Study on Mate Selection Preference Based on FAHP
ZHANG Bing-jiang;School of Applied Science;Beijing Information Science and Technology University;

..............page:241-249

Generalized Roper-Suffridge Extension Operators in Complex Banach Spaces
WANG Chao-jun;CUI Yan-yan;LIU Hao;ZHU Si-feng;College of Mathematics and Statistics;Zhoukou Normal University;Contemporary Mathematics Institute;College of Mathematics and Information Science;Henan University;

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An Identity of Symmetry for the Degenerate Higher Order Bernoulli Polynomials And the Generalized Power Sum Polynomials
WU Ming;DU Shan-shan;Department of Basic Courses;JinLing Institute of Technology;

..............page:256-261

Multistep Characteristic-Mixed Finite Element Numerical Simulation For 2-d Non-Homogeneous Current and Silt Sedimentation Model
LI Wen-tao;LIU Ming-ying;Taizhou Institute of Sci Tech Njust;

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The Spectral Properties of Quasi-absolute-*-κ-paranormal Operators
YU Yun-xia;WANG Hong-wei;ZUO Fei;Department of Mathematics;Xinxiang University;College of Continuing Education;Xinxiang Radio and Television University;College of Mathematics and Information Science;Henan Normal University;

..............page:272-275

The symmetry and Series Solutions of a Type of Nonlinear Evolution Equation
WANG Qing;WANG Tao;Department of Basic Course;North China Institute of Science and Technology;

..............page:276-279

Continuous Galerkin Methods for Delay Differential Equations of Pantograph Type
XU Xiu-xiu;HUANG Qiu-mei;College of Applied Sciences;Beijing University of Technology;Beijing Center for Scientific and Engineering Computing;

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Frink-Tukey Metrization Lemma
ZHANG Ke-xiu;LIN Shou;School of Mathematics and Statistics;Minnan Normal University;Institute of Mathmatics;Ningde Normal University;

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Complex k-Hypermonogenic Function in Complex Clifford Analysis
BIAN Xiao-li;LIU Hua;YUAN Cheng;School of Science;Tianjin University of Technology and Education;

..............page:294-299

Finite Simple Groups with a Kind of Connected Irreducible Character Degrees Graphs
LIANG Deng-feng;College of Science;Beijing Technology and Business University;

..............page:300-306

On the Arithmetic Functional Equation φ(x₁…x_n-1x_n)=m(φ（x₁）+…+φ(x_n-1)+φ（x_n）)
SHI Bao-huai;PAN Xiao-wei;Department of Mathematics;Shaanxi Xuqian Normal University;Department of Health Management;Xi’an Medical University;

..............page:307-310

Periodic Solutions for a Kind of Second-Order Neutral Functional Differential Equation
WU Yue-xiang;WU Gang;College of Applied Mathematics;Shanxi University of Finance and Economics;Business School of Nakai University;

..............page:311-315

Asymptotic Behavior of a nonautonomous Three Species Lotka-volterra Mixecl Model with time Delays
LIANG Jian-xiu;School of Mathematics;Jinzhong University;

..............page:316-319

Existence of Nonoscillatory Solutions for Second-Order Neutral Differential Equation
YANG Ming-jun;Guo Li-na;ZHANG Jian-wen;School of Mathematics;Taiyuan University of Technology;

..............page:320-324