常用链接
- [1]胡吉卉, 简志宏. 随机利率下信息非完全时的风险债券定价[J]. 应用数学, 2005(04): 662-667..
- [2]Jian, Z.H, H.L.Xu. Noise Information and Default Risk Valuation. Proceedings of the 2005 International Conference on Management Science and Engineering, Vol1~2: 1258-1262, 2005. (ISTP收录).
- [3]简志宏, 胡吉卉. 违约风险数学模型的比较与分析[J]. 武汉理工大学学报, 2005, 27(3): 90-93. (EI收录).
- [4]简志宏, 胡吉卉. 期限结构与违约风险评估[J]. 武汉理工大学学报(信息与管理工程版), 2005, 27(4): 209-213..
- [5]Jian, Z.H., J.H.Hu. Information Cost and Default Risk Valuation. Proceedings of the 2004 International Conference on Management Science and Engineering, Vol1~2: 2650-2655, 2004. (ISTP收录).
- [6]Jian, Z.H., and C.L.Li. A Generalized Framework of Default Risk Modeling and Corporate Bond Pricing. Proceedings of 2003 International Conference on Management Science & Engineering, Vol1~2: 1774-1781, 2003. (ISTP收录).
- [7]简志宏, 李楚霖. 公司债务重组的实物期权方法研究[J]. 管理科学学报, 2002, 5(5): 38-43..
- [8]简志宏, 李楚霖. 高新技术产业化的实物期权分析[J]. 管理工程学报, 2002, 16(4): 76-79..
- [9]Jian, Z.H., and C.L.Li. Generalized Measures of Interest Rate Risk in Markovian HJM Framework[J]. Acta Mathematica Scientia, 2002, 22(1): 99-106. (SCI收录).
- [10]Jian, Z.H., and C.L.Li. Pricing of Multiple Defaultable Bond[J]. Applied Mathematics-A Journal of Chinese Universities, 2002, 17(3): 335-343..