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	A functional transformation approach to interest rate modelling Book chapter 出自: Stochastic Processes, Finance and Control: A Festschrift in Honor of Robert J Elliott, Singapore:World Scientific, 2012, pages: 303-315 Authors: Luo, Shunlong; Yan, Jia-an; Zhang, Qiang Favorite \| View/Download：3/0 \| Submit date：2021/08/10
	Arbitrage Pricing Systems in a Market Driven by an Itô Process Conference paper 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 Authors: Luo, Shunlong; Yan, Jia-an; Zhang, Qiang Favorite \| View/Download：5/0 \| Submit date：2021/08/10
	Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process Journal article Annals of Economics and Finance,2000, volume: 1, issue: 1, pages: 101-116 Authors: Yan, Jia'an Favorite \| View/Download：2/0 \| Submit date：2021/05/13 Growth optimal portfolio Jump-Diffusion Lévy process Martingale measure Numeraire port-folio Relative entropy