第三十一卷A辑(中文版)总目次

2016-03-14 19:17
高校应用数学学报A辑 2016年4期
关键词:期权定价稳定性

第三十一卷A辑(中文版)总目次

第1期 2016年3月

指数和Weibull串联系统环境因子的统计推断 ·······················周君兴 俞列红 王炳兴(1)

非线性Black-Scholes模型下Bala期权定价 ···············································董 艳(9)

基于外汇汇率买入的跳扩散过程股票的期权定价 ··················李文汉 刘丽霞 孙红岩(21)

不可交易资产的平方套期保值问题 ······································杨建奇 赵守娟(30)

非线性Black-Scholes模型下几何平均亚式期权定价··························李志广 康淑瑰(39)

分析M/M/1多重工作休假排队的一种新方法 ······················张宏波 郑群珍 史定华(50)

求解随机广义纳什均衡问题的样本均值方法 ···········································王中兴(57)

一类非光滑多目标规划问题的最优性条件 ·············································周轩伟(63)

两类双圈图的Laplacian谱确定问题 ············王展青 王力工 梅若星 翟若男 董占鹏(73)

关于图的最小Q-特征值 ·············································吴宝丰 庞琳琳 沈富强(83)

四元Heisenberg群上的链和R-圆及其性质 ········································施 云(90)

分数阶广义扰动热波方程的与泛函映射解 ·············韩祥临 赵振江 汪维刚 莫嘉琪(101)

带齐次权的Hardy型不等式 ·················································应雪海 蔡光辉(109)

极大加代数的对称代数S上互补基本矩阵···································袁跃爽 张子龙(116)

第2期 2016年6月

动态异方差随机前沿模型的Bayesian推断 ··································程 迪 张世斌(127)

慢性病发病率置信区间的构造 ··············································白永昕 田茂再(136)

非线性结构向量自回归因果图的广义似然比辨识方法 ·······························魏岳嵩(143)

带有类p-Laplacian算子的Kirchho ff型方程的多重解 ·······················张申贵 刘 华(153)

一类具有扩散和Beddington-DeAngelis反应函数的病毒模型的全局稳定性·········································································杨 瑜 周金玲(161)

一类分数阶差分方程边值问题多重正解的存在性 ··························王金华 向红军(167)

一类广义非线性Schr¨odinger扰动方程的泛函渐近解法·····················································欧阳成 汪维刚 石兰芳 莫嘉琪(176)

具有边界反馈控制弱耦合梁-弦系统的稳定性 ····················章春国 刘维维 张海燕(185)

加权Morrey空间上分数次极大算子的双权不等式················张婷婷 刘秋菊 谢永红(194)

几何流方程的分离变量解 ·········································朱春蓉 储佩佩 黄守军(203)

Sobolev方程一个新的H1-Galerkin混合有限元分析 ··············刁 群 石东洋 张 芳(215)

容许性余代数的必要条件 ·····························································范中平(225)

剩余格的模糊滤子理论 ·······························································刘春辉(233)

欧拉图的hyper-Wiener指标·······································侯 远 陈育栎 郑艺容(248)

第3期 2016年9月

方差分保费原则下相依多险种模型的最优再保险 ··························张节松 肖庆宪(253)

非线性Black-Scholes模型下阶梯期权定价························孙玉东 师义民 童 红(262)

随机环境中马氏链状态的各种常返性与暂留性 ······································费时龙(273)

寿命为爱尔兰分布的可修闭路排队模型时间依赖解的渐近性质···········阿力木·米吉提(281)

一类具有周期变指数和凹凸非线性项椭圆型方程解的多重性 ·············祁红红 贾 高(294)

一类奇摄动半线性时滞抛物型偏微分方程的渐近解 ·································包立平(307)

具有无穷边界值的二次非线性奇摄动边值问题的双边界层 ················韩建邦 沈启霞(316)

时滞脉冲切换系统的实用稳定性-带Razumikhin条件的Lyapunov函数方法·········································································李少娥 冯伟贞(327)

对流占优扩散方程的分裂特征混合有限元方法 ········张建松 张月芝 朱 江 羊丹平(338)

一类无干涉作业的码头起重机调度问题的近似算法研究·····················································张文帅 张 安 陈光亭 陈 永(351)

具有风险偏好的梯形直觉模糊双矩阵对策模型及解法···········杨 洁 李登峰 赖礼邦(357)

第4期 2016年12月

偏t正态数据下混合线性联合位置与尺度模型的参数估计········朱志娥 吴刘仓 戴 琳(379)

Markov调制Lévy模型定价的Fourier-Cos方法······························王春发 陈荣达(390)

(α,β)混合序列的强稳定性 ····························································高 萍(405)

删失截断情形下失效率变点模型的Bayes参数估计···································何朝兵(413)

一类具有Leakage时滞的惯性Cohen-Grossberg神经网络的全局指数稳定性和Hopf分支·······························································田晓红 徐 瑞 王志丽(428)

具有HollingⅡ型功能反应和Allee效应的捕食系统模型···········································蒋 芮 刘 华 谢 梅 魏玉梅 赵仕凤(441)

带形区域上SLE壳的性质 ···················································田爽爽 蓝师义(451)

5元素集合上T0拓扑总数的计算·············································荣宇音 徐罗山(461)

多重模糊蕴涵与生成模糊蕴涵的新方法 ····································李 芳 裴道武(467)

带损伤弹性反问题的数值分析 ····································郑 聪 程晓良 梁克维(476)

非线性对流扩散方程的三层隐-显hp-局部间断Galerkin有限元方法 ·················由同顺(491)

卷 终

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