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	A functional transformation approach to interest rate modelling 著作章节出自: Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott, Singapore:World Scientific, 2012, 页码: 303-315 作者: Luo, Shunlong; Yan, Jia-an; Zhang, Qiang 收藏 \| 浏览/下载：11/0 \| 提交时间：2021/08/10
	Arbitrage Pricing Systems in a Market Driven by an Itô Process 会议论文 Recent Developments in Mathematical Finance: Proceedings of the International Conference on Mathematical Finance, Shanghai, China, 10 – 13 May 2001, Shanghai, China, 10 – 13 May 2001 作者: Luo, Shunlong; Yan, Jia-an; Zhang, Qiang 收藏 \| 浏览/下载：10/0 \| 提交时间：2021/08/10
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process 期刊论文 Annals of Economics and Finance,2000, 卷号: 1, 期号: 1, 页码: 101-116 作者: Yan, Jia'an; Zhang, Qiang; Zhang, Shuguang 收藏 \| 浏览/下载：8/0 \| 提交时间：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy