1.
The Pricing of Exotic Options in the Model of Jump-diffussion;
各类新型期权在跳扩散模型下的定价
2.
Pricing European Options in a Bivariate Jump-diffusion Model;
一类二元跳扩散模型的欧式期权定价
3.
Pricing perpetual options with jump diffusion;
跳扩散模型下永久美式看跌期权定价
4.
Improved reload option pricing under jump-diffusion model
改进的跳扩散模型下的再装期权定价
5.
The Price of the Derivatives under Stochastic and Jump-diffusion Model;
随机和跳扩散模型下金融衍生产品的定价
6.
A Study on Two Exotic Options Pricing under Jump-diffusion Model;
跳扩散模型下两种奇异期权的定价研究
7.
A Study on Several Exotic Options Pricing under Jump-diffusion Model;
跳扩散模型下几种奇异期权的定价研究
8.
A Study on Option Pricing with a Kind of Renewal Jump-diffusion Process;
一类更新跳扩散模型下的期权定价研究
9.
Pricing of Bi-direction European Option under a Kind of Jump Diffusion Model;
一类跳扩散模型下的欧式双向期权定价
10.
Optimal Impulse Control for Cash Balance Management in Jump-Diffusion Model;
跳扩散模型下基金平衡管理的最优脉冲控制
11.
Option pricing of a dividends-payment model with a jump-diffusion;
定期支付红利的跳扩散模型的期权定价
12.
A Study on the Valuation of Lookback Options in a Jump-diffusion Model;
跳—扩散模型中回望期权的定价研究
13.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
14.
Study on the valuation of lookback options in a jump-diffusion model;
跳-扩散模型中回望期权的定价研究
15.
Parameter Estimation of Asymmetric Possion Jump-Diffusion Model;
非对称Possion跳——扩散模型的参数估计
16.
Research of Credit Risk Model Based on Jump Process;
基于跳——扩散过程的信用风险模型研究
17.
Pring of Exotic Options on Fractional Jump-Diffusions
分数跳—扩散模型下的奇异期权定价
18.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计