1.
Pricing Geometric Average Asian Options with Transaction Costs and Floating Strike Price;
具有浮动敲定价和交易费的几何亚式期权定价
2.
Research on the Price of the Geometric Average Asian Options with a Jump;
带跳的几何平均亚式期权的定价研究
3.
A new solution to the geometric average Asian option pricing model;
几何平均亚式期权定价模型的新解法
4.
The pricing formula of the geometric Asian exchange option related with exchange rate;
与汇率相关的几何平均亚式交换期权定价公式
5.
Pricing of geometric average Asian options under time-dependent parameters;
依赖时间参数下几何平均亚式期权的定价
6.
Pricing of Asian Options with Discrete Geometric Average in the Jump-Diffuse Process;
跳跃扩散型离散几何平均亚式期权的定价
7.
Pricing by Geometric Average Asian Option in a Lévy Model;
Lévy市场模型中几何平均亚式期权的定价(英文)
8.
Price formula for Geometry average Asian option with transaction costs;
浮动敲定价格的几何平均亚式期权的定价模型
9.
Application of Martingale Analysis to Pricing of Geometric Average Asian Options
鞅分析在几何型亚式期权定价中的应用
10.
Pricing for European Weighted Geometric Average Value Asian Option;
跳跃—扩散型欧式加权几何平均价格亚式期权定价
11.
Geometric Average Asian Options Pricing Model Based on Fraction Brownian Motion and Its Empirical Study
基于分数布朗运动的几何平均亚式期权定价模型及其在权证定价中的应用
12.
Pricing Options on Stocks Driven by a Geometric Fractional Brownian Motion;
股票价格遵循几何分式Brown运动的期权定价
13.
The Pricing Formula of Barrier Option Based on the Geometric Average Assets;
障碍期权推广到几何平均资产情况下的定价公式
14.
An Actuarial Approach to Foreign Currency Option Pricing;
几何分形Brown运动的外汇期权定价
15.
A Numerical Method for Pricing American-style Asian Options in the GARCH Option Pricing Model;
GARCH模型中美式亚式期权的数值解法
16.
The Study of Asian Options Pricing Based on the Binomial Tree Model;
基于二叉树模型亚式期权定价的研究
17.
Research on Problems of Asian Option Pricing;
关于亚式期权定价的若干问题的研究
18.
Pricing and Properties of Asian Option under Lévy Model;
Lévy模型下亚式期权的定价和性质