Chinese Journal of Management Science 2007 Issue 3 Model of Option Pricing Driven by Fractional Ornstein-Uhlenback Process

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Chinese Journal of Management Science
1003-207X
2007 Issue 3

Model of Option Pricing Driven by Fractional Ornstein-Uhlenback Process
ZHAO Wei;HE Jian-min

..............page:1-5

Smooth Transition Autoregressive Fractional Moving Average Model and Empirical Analysis: A Case of Chinas Inflation Rate
LIU Jin-quan;LI Qing-hua;ZHENG Ting-guo

..............page:6-13

Model of Portfolio Selection with Transaction Costs in Varying Capital Structure
LI Hong-jie

..............page:14-18

Robust Portfolio of Dynamic Asset Allocation
ZHU Wei-liang;LIU Hai-long

..............page:19-24

The Extreme Risk Spillover Effect between International and Domestic Oil Markets
PAN Hui-feng;ZHANG Jin-shui

..............page:25-30

Study of Supply Chains Optimization and Coordination Model Based on Conditional Value-at-Risk
YU Chun-yun;ZHAO Xi-nan;PENG Yan-dong;PAN De-hui

..............page:31-39

Optimal Design of Returned Logistics Network with Stochastic Parameters of Continuous Distribution
DI Wei-min;HU Pei

..............page:40-46

A Genetic Algorithm Approach to Optimizing Supply Logistics Network with Batch Discount
WANG Jian-hua;LI Nan;XU Bin

..............page:75-79

Optimal Order Policy under Price Increase and Finite Horizon
ZHA Ying-chun;HUA Zhong-sheng

..............page:80-84

Research on Risk Assessment of Corporate Credit Based on Supply Chain
YU Rui-feng;REN Yan-min;WANG Yu;LIU Li-wen

..............page:85-92

An EPQ Model for Deteriorating Items Taking Account of Raw Material Inventory Cost
CHEN Hui;LUO Bing;YANG Xiu-tai

..............page:93-97

Stackelberg Game Models of Supply Chain Dual-Channel Coordination in E-Markets
YAN Ni-na;HUANG Xiao-yuan;LIU Bing

..............page:98-102

zhong guo guan li ke xue zheng gao qi shi

..............page:封4

On Response Method for Buyback Contract with Fuzzy Random Demand Updating
ZHAO Zhi-gang;LI Xiang-yang;LIU Xiu-zhi

..............page:47-55

Coordination and Optimization for Returns Policy under Stochastic Demands
LI Xin-jun;DA Qing-li

..............page:56-60

Optimal Design of the Multi-Echelon Reverse Logistics Network for Solid Wastes
HE Bo;YANG Chao;ZHANG Hua

..............page:61-67

Supply Chain Coordination for Perishable Product with Variable Lead Time
SONG Hua-ming

..............page:68-74

The Price Discount Contract Analysis of Three-Level Supply Chain Under Disruption
HU Jin-song;WANG Hong

..............page:103-107

Research on the Risk Element Transmission Analytic Model of Construction Network Planning Project
LI Cun-bin;WANG Ke-cheng

..............page:108-113

A Revenue Incentive Model of Project Duration Coordination between Project Corporation and Contractor
CHEN Jian-hua;MA Shi-hua

..............page:114-122

Study on Customer Tagmeme Evaluating Based on Customer Value
DAI Jun-liang;LIU Cheng-shui

..............page:123-129

Quality Valuation of Foreign Direct Investment
XU Chun-qi;WANG Chun-fa

..............page:130-135

Firms and Institutional Investors under Asymmetric Information
XIONG Bo;CHEN Liu

..............page:136-141

Investigating Cost Efficiency of China Port Public Companies Based on SUP-CCR-DEA
KUANG Hai-bo

..............page:142-148