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  • 认领成果数 15
  • wos论文数 15
  • wos被引 27
  • wos篇均被引 1.80

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3. Pricing dynamic fund protections with regime switching 代表性成果 SCOPUS SCIE SSCI EI

作者:Jin, Z;Qian, LY;Wang, W;Wang, RM

通讯作者:Qian, Linyi(lyqian@stat.ecnu.edu.cn)

通讯作者地址:Qian, LY (reprint author), E China Normal Univ, Sch Finance & Stat, 500 Dongchuan Rd, Shanghai 200241, Peoples R China.

作者机构:[Jin, Zhuo] Univ Melbourne, Ctr Actuarial Studies, Dept Econ, Melbourne, Vic 3010, Australia.; [Qian, Linyi; Wang, Rongming] E China Normal Univ, Sc 更多

来源:JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS,2016,297,13-25

收录类别:SCOPUS;SCIE;SSCI;EI

当年影响因子:1.357

WOS被引:1

Scopus被引:1

资源类型:外文期刊论文

4. Hedging of contingent claims written on non traded assets under Markov-modulated models 代表性成果 SCOPUS SCIE SSCI EI

作者:Wang, W;Qian, LY;Wang, WS

通讯作者:Qian, Linyi(lyqian@stat.ecnu.edu.cn)

通讯作者地址:Qian, LY (reprint author), E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China.

作者机构:[Wang, Wei] Ningbo Univ, Dept Math, Ningbo 315211, Zhejiang, Peoples R China.; [Qian, Linyi] E China Normal Univ, Sch Finance & Stat, Shanghai 20024 更多

来源:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2016,45,12,3577-3595

收录类别:SCOPUS;SCIE;SSCI;EI

当年影响因子:0.311

WOS被引:1

资源类型:外文期刊论文

6. LOOKBACK OPTION PRICING FOR REGIME-SWITCHING JUMP DIFFUSION MODELS 代表性成果 SCOPUS SCIE SSCI

作者:Jin, Z;Qian, LY

通讯作者地址:Qian, LY (reprint author), Univ Melbourne, Dept Econ, Ctr Actuarial Studies, Melbourne, Vic 3010, Australia.

作者机构:[Jin, Zhuo] Univ Melbourne, Dept Econ, Ctr Actuarial Studies, Melbourne, Vic 3010, Australia.; [Qian, Linyi] E China Normal Univ, Sch Finance & Stat 更多

来源:MATHEMATICAL CONTROL AND RELATED FIELDS,2015,5,2,237-258

收录类别:SCOPUS;SCIE;SSCI

当年影响因子:0.542

资源类型:外文期刊论文

9. Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion 代表性成果 SCOPUS SCIE SSCI EI

作者:Qian, LY;Wang, RM;Zhao, Q

通讯作者:Qian, L.(lyqian@stat.ecnu.edu.cn)

通讯作者地址:Qian, LY (reprint author), E China Normal Univ, Sch Finance & Stat, 500 Dongchuan Rd, Shanghai 200241, Peoples R China.

作者机构:[Qian, Linyi; Wang, Rongming; Zhao, Qian] E China Normal Univ, Sch Finance & Stat, Shanghai 200241, Peoples R China.; [Qian, Linyi; Wang, Rongming] 更多

来源:COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2014,43,14,2870-2885

收录类别:SCOPUS;SCIE;SSCI;EI

当年影响因子:0.311

资源类型:外文期刊论文

14. Variable selection in a class of single-index models 代表性成果 SCOPUS SCIE EI

作者:Zhu, LP;Qian, LY;Lin, JG

通讯作者:Zhu, L.-P.(lpzhu@stat.ecnu.edu.cn)

通讯作者地址:Zhu, LP (reprint author), E China Normal Univ, Sch Finance & Stat, Shanghai 200062, Peoples R China.

作者机构:[Zhu, Li-Ping; Qian, Lin-Yi] E China Normal Univ, Sch Finance & Stat, Shanghai 200062, Peoples R China.; [Lin, Jin-Guan] Southeast Univ, Dept Math, 更多

来源:ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2011,63,6,1277-1293

收录类别:SCOPUS;SCIE;EI

当年影响因子:1.049

WOS被引:9

Scopus被引:11

资源类型:外文期刊论文

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