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<P>文章1：</P>
<P>作者：<EM><FONT style="BACKGROUND-COLOR: #ffffff" color=#ff0000>Kühn, Christoph; Kyprianou, Andreas E.</FONT></EM><BR>&nbsp;</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>&nbsp;&nbsp;&nbsp;<BR></STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17,&nbsp;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>&nbsp;</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>&nbsp;&nbsp;</STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17,&nbsp;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>Ekstr&ouml;m, Erik; Tysk, Johan</EM><BR>&nbsp;</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>&nbsp;&nbsp;&nbsp;<BR></STRONG></P>
<P>期刊名：Mathematical Finance</P>
<P>卷宗：Volume 17,&nbsp;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>&nbsp;</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>&nbsp;&nbsp;&nbsp;<BR></STRONG><BR>卷宗：Volume 17,&nbsp;Number 3, October 2007 </P>
<P>页码：pp. 319-343(25) </P>
<P>文章5：</P>
<P>作者：<EM>B&auml;uerle, Nicole; Rieder, Ulrich</EM><BR>&nbsp;</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>&nbsp;&nbsp;</STRONG></P>
<P>卷宗：Volume 17,&nbsp;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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关键词：求文章 Mathematical Unobservable Optimization mathematica 文章

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不会一起传，呵呵

谢谢 全了 再次感谢

<p>奇怪，我这里传的速度怎么这么慢？</p>

多谢应助，已加分！<br/>