1.
THE VALUATION OF AMERICAN PUT OPTIONS WITH STOCHASTIC VOLATILITY
随机波动率的美式期权定价(英文)
2.
The Pricing of Exotic Options under Stochastic Volatility;
具有价格随机波动率的新型期权定价
3.
ESTIMATION OF THE STOCHASTIC VOLATILITY MODEL IN ORNSTEIN-UHLENBECK MODEL;
Ornstein-Uhlenbeck随机波动率模型的参数估计
4.
Pricing European Barrier Options in Hull-White Stochastic Volatility Model
Hull-White随机波动率模型的欧式障碍期权
5.
Foreign Equity Options Pricing with Stochastic Vatility;
汇率联动期权的随机波动率模型及其定价
6.
Pricing of American Call Option under Lévy Model with Stochastic Volatility;
带随机波动率的Lévy模型下美式看涨期权的定价
7.
Price-range and Return Based Stochastic Volatility Model--with an Application to Chinese Stock Market Volatility;
基于日内价格幅度与回报的随机波动率模型
8.
Pricing of Derivatives Option with Stochastic Prices Volatility;
基于价格随机波动率的衍生产品期权定价
9.
Optimal Portfolio Choice under a Stochastic Volatility Model;
随机波动率模型下的最优证券组合选择
10.
The Review of Warrant Pricing Theory based on the Stochastic Volatility
基于随机波动率假设的权证定价理论评述
11.
Martingale Pricing of Insurance under the Combination of Stochastic Volatility and Jump Diffusion
随机波动率与跳扩散相结合的保证险的鞅定价
12.
The numerical solution for pricing American options under stochastic volatility is considered.
考虑随机波动率下美式期权定价问题的数值模拟求解。
13.
American Call Pricing on Dividend-Paying and Placing Stocks with Stochastic Volatility
有随机波动率及定期分红和配股时美式看涨期权的定价
14.
Statistical Inference and Derivatives Pricing in Stochastic Volatility Model;
随机波动率模型的统计推断及其衍生证券的定价
15.
Utility indifference pricing and hedging to stochastic volatility model;
随机波动率模型的效用无差别定价和套期保值策略
16.
Unit Root Test for Stochastic Volatility Models and An Empirical Study of Chinese Stock Market;
随机波动率模型下的单位根检验及对我国股市的实证研究
17.
THE PRICING OF CREDIT SPREAD DERIVATIVES WITH MEAN REVERTING AND STOCHASTIC VOLATILITY;
基于价格均值回复与随机波动率的信用差价衍生产品定价
18.
Study on Stochastic Volatility Model of CNY Exchange Rate Expectation;
人民币汇率预期的随机波动模型研究