<P>文章1</P>
<P>作者：<EM>Vanden, Joel M.</EM><BR>&nbsp;</P>
<P>题目：<A title="PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING" href="http://www.ingentaconnect.com/content/bpl/mafi/2006/00000016/00000002/art00007;jsessionid=ah3ban00ic69l.victoria"><STRONG>PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING</STRONG></A><STRONG><BR>&nbsp;&nbsp;&nbsp;<BR></STRONG></P>
<P>期刊：Mathematical Finance</P>
<P>卷宗：Volume 16,&nbsp;Number 2, April 2006 </P>
<P>页码：pp. 387-417(31) <BR></P>
<P>文章2</P>
<P>作者：<EM>Detemple, Jérˆme; Rindisbacher, Marcel</EM><BR>&nbsp;</P>
<P>题目：<A title="CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS" href="http://www.ingentaconnect.com/content/bpl/mafi/2005/00000015/00000004/art00001;jsessionid=ah3ban00ic69l.victoria"><FONT color=#336699><STRONG>CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS</STRONG></FONT></A><STRONG><BR>&nbsp;&nbsp;</STRONG><STRONG><BR></STRONG></P>
<P>期刊：Mathematical Finance</P>
<P>卷宗：Volume 15,&nbsp;Number 4, October 2005 </P>
<P>页码：pp. 539-568(30) <BR></P>
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<P align=right><FONT color=#000066>[此贴子已经被作者于2008-1-29 13:14:11编辑过]</FONT></P>