<P>文章1：</P>
<P>作者：<EM><FONT style="BACKGROUND-COLOR: #ffffff" color=#ff0000>Kühn, Christoph; Kyprianou, Andreas E.</FONT></EM><BR> </P>
<P>文章名：<A title="CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS" href="http://www.ingentaconnect.com/content/bpl/mafi/2007/00000017/00000004/art00002;jsessionid=ah3ban00ic69l.victoria"><STRONG>CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS</STRONG></A><STRONG><BR> <BR></STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17, Number 4, October 2007 </P>
<P>页码：pp. 487-502(16) </P>
<P>文章2：</P>
<P>作者：<EM>Cheng, Peng; Scaillet, Olivier</EM><BR> </P>
<P>文章名：<A title="LINEAR-QUADRATIC JUMP-DIFFUSION MODELING" href="http://www.ingentaconnect.com/content/bpl/mafi/2007/00000017/00000004/art00005;jsessionid=ah3ban00ic69l.victoria"><FONT color=#336699><STRONG>LINEAR-QUADRATIC JUMP-DIFFUSION MODELING</STRONG></FONT></A><STRONG><BR> </STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17, Number 4, October 2007 </P><STRONG>
<P><BR>页码：pp. 575-598(24) </P></STRONG>页码：pp. 575-598(24)
<P>文章3：</P>
<P>作者：<EM>Ekström, Erik; Tysk, Johan</EM><BR> </P>
<P>文章名：<A title="PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS" href="http://www.ingentaconnect.com/content/bpl/mafi/2007/00000017/00000003/art00003;jsessionid=ah3ban00ic69l.victoria"><FONT color=#336699><STRONG>PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS</STRONG></FONT></A><STRONG><BR> <BR></STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17, Number 3, October 2007 </P>
<P>页码：pp. 381-397(17) <BR></P>
<P>文章4：</P>
<P>作者：<EM>Boyle, Phelim; Tian, Weidong</EM><BR> </P>
<P>文章名：<A title="PORTFOLIO MANAGEMENT WITH CONSTRAINTS" href="http://www.ingentaconnect.com/content/bpl/mafi/2007/00000017/00000003/art00001;jsessionid=ah3ban00ic69l.victoria"><FONT color=#336699><STRONG>PORTFOLIO MANAGEMENT WITH CONSTRAINTS</STRONG></FONT></A><STRONG><BR> <BR></STRONG><BR>卷宗：Volume 17, Number 3, October 2007 </P>
<P>页码：pp. 319-343(25) </P>
<P>文章5：</P>
<P>作者：<EM>Bäuerle, Nicole; Rieder, Ulrich</EM><BR> </P>
<P>文章名：<A title="PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS" href="http://www.ingentaconnect.com/content/bpl/mafi/2007/00000017/00000002/art00003;jsessionid=ah3ban00ic69l.victoria"><FONT color=#336699><STRONG>PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS</STRONG></FONT></A><STRONG><BR> </STRONG></P>
<P>卷宗：Volume 17, Number 2, April 2007 <BR>页码：pp. 205-224(20) <BR><BR><BR></P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-1-28 21:27:20编辑过]</FONT></P>
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