Study on option pricing mathematical model;

GARCH diffusion option pricing model with transaction costs;

European option pricing with transaction costs and stochastic dividends;

The Flexibility Option Value of a Contractual Strategic Alliance

This paper founds a random differential equation on option value function to determine the best electricity price.

And in the contract governance mode of the strategic alliance,firm can select appropriate collaborator according to the uncertainties of the strategic investment,which not only insures the flexibility option value of the strategic invest,but also endows with the flexibility option value for this governance mode .

Analysis of the determination process of option price;

This article firstly discusses the formation and deciding factor of option price,and then introduces and compares Binomial Option Pricing Model and Black - scholes Model.

This paper discusses the estimation of the volatility function of Black - Scholes model with time varying coefficients, we also give the estimator of the option price.

A Step-wise Prediction Model in Options Pricing;

The European options pricing equation is deduced in a stochastic interestrate for jump-diffusion models under the risk-neutral hypothesis.

This paper analyzes equilibrium credit rationing with the method of options pricing,explains why credit rationing exists and its characteristics in a new way,and tries to get some revelation.

Therefore, the importance of the option valuation in derivative securities and financial mathematics has never been overestimated.

Hereby, the option valuation is always an important subject in financial mathematics.