1.
Study on pricing of European contingent claims when the interest rate obeys the Vasicek model;
Vasicek利率模型下欧式未定权益定价方法
2.
General pricing formula of European contingent claim and its application
欧式未定权益的一般定价公式及其应用
3.
Pricing Model of European Contingent Claim with Different Interest rate
具有不同借贷利率的欧式未定权益定价模型
4.
Some Kinds of Pricing European Contingent Claims under Vasicek Interest Rates Model;
Vasicek利率模型下几种欧式未定权益的定价
5.
Pricing European Contingent Claims Under Stochastic Interest Rate and Stochastic Life;
随机利率和随机寿命下的欧式未定权益定价
6.
The Valuation of European Contingent Claims about Several StocksWhose Prices Are Governed by Brownian Motions and Poisson Processes;
一类跳跃扩散型股价过程组欧式未定权益定价
7.
An pricing formulas and hedging stratagem for European contingent claims with no risk-neutral valuation;
非风险中性定价意义下欧式未定权益定价及其套期保值策略
8.
Pricing of European Contingent Claims on Stock Driven by Multidimensional Fractional Brown Motions and Poisson Processes;
标的资产服从一类混合过程的欧式未定权益定价
9.
Pricing on European contingent claim with stochastic life under fractional Brownian motion environment;
分数布朗运动环境下具有随机寿命的欧式未定权益的定价
10.
Hedging European Contingent Claims at Higher Interest Rate for Borrowing with Transaction Costs;
高借款利率下有交易费的欧式未定权益的套期保值
11.
THE EUROPEAN OPTION PRICING OF STOCK WITH CIRCLE EXPECTED RATE OF RETURN;
收益率周期波动的股票欧式期权定价
12.
Pricing of European Contingent Claim in Multi-dimensional Fractional Black-Schloes Model;
多维分数次Black-Scholes模型中欧式未定权的定价
13.
Pricing European Options When The Returns Have Hyperbolic Distributions;
股票收益为双曲分布时的欧式期权的定价公式
14.
Option Pricing Problem when Stock Price Returns Have Hyperbolic Distribution;
股票收益为双曲分布时的欧式期权定价问题
15.
Preferred Hedging Stratagems of American Contingent Claims with Transaction Costs;
带交易费的美式未定权益有偏好的套期保值
16.
Two Formulas of Debt Valuation About risky Enterprise with Contingent Claims Analysis and Comparison;
风险企业债务估值未定权益分析的两个公式
17.
Option Pricing Model when Stock Price Returns Have Hyperbolic Distribution with Underlying Stock Paying Dividends;
股票收益服从双曲线分布且有红利支付时欧式期权定价模型
18.
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型