邵斌的学术成果

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邵斌的学术成果
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奶茶pm8衢  1级新秀 | 2017-8-27 22:33:01 发帖IP地址来自
单因子利率期限结构模型的极大似然估计—对中国利率的实证分析 , 投资学评论, 3 (2004) 15-25 与潘冠中合写
GARCH 模型中美式亚式期权的蒙特卡罗算法 , 经济数学, 将发表, 与丁娟合写
中国企业债券利差的实证分析 , 天津商学院学报, 24 (2004) 43-47, 与许波,李应龙合写
远期利率和国债收益率曲线的构造 , 投资学评论, 2 (2004) 39-51, 与徐蓉, 陈芳菲合写
CEV模型和Black-Scholes模型期权套期保值效果的定量分析, 中国金融学, 3 (2004) 154-168,与吴锋,邵旦合写
GARCH 模型下美式亚式期权的数值解法, 预测 , 5(2003) 57-65,与丁娟合写
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with Y. Alhassid
“Algebraic eikonal approach to electron-molecule scattering: a hybrid approach”
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