1001-4268
2015 Issue 4
..............page:封4
The Speed of Convergence of the Threshold Version of Bipower Variation for Semimartingales
XIAO XIAOYONG;,YIN HONGWEI;
XIAO XIAOYONG;,YIN HONGWEI;
..............page:337-346
General Shrinkage Rule with Respect to γ-Norms for Bridge Estimation
GAI YUJIE;,ZHANG ZHANLI;,ZHANG JUN;
GAI YUJIE;,ZHANG ZHANLI;,ZHANG JUN;
..............page:347-356
Pricing Derivatives under a Markov Skeleton Process
JIA ZHAOLI;,ZHANG FAN;,ZHANG SHUGUANG;
JIA ZHAOLI;,ZHANG FAN;,ZHANG SHUGUANG;
..............page:357-366
The Periods of States for Markov Chains in a Random Environment
FEI SHILONG;,BAI YAOQIAN;
FEI SHILONG;,BAI YAOQIAN;
..............page:367-374
The Perturbed Compound Poisson Risk Model with Constant Interest
ZHANG YUANYUAN;,WANG WENSHENG;
ZHANG YUANYUAN;,WANG WENSHENG;
..............page:375-383
Renewal-Geometry Process and Its Properties
LIANG XIAOLIN;,NIU CAIYUN;,TIAN XUE;
LIANG XIAOLIN;,NIU CAIYUN;,TIAN XUE;
..............page:384-394
Pricing Catastrophe Options with Stochastic Interest Rates and Compound Poisson Losses
JIN YUNGUO;,ZHONG SHOUMING;
JIN YUNGUO;,ZHONG SHOUMING;
..............page:395-410
Reward Processes and Performance Optimization in Asymmetric Supermarket Models
LI QUANLIN;,DING YUANYUAN;,YANG FEIFEI;
LI QUANLIN;,DING YUANYUAN;,YANG FEIFEI;
..............page:411-431
Covariate-Adjusted Nonparametric Regression for Time Series
MA YUNYAN;,KOU GUANGJIE;
MA YUNYAN;,KOU GUANGJIE;
..............page:432-448